Variable selection in partially time-varying coefficient models (Q5321918)

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scientific article; zbMATH DE number 5579302
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Variable selection in partially time-varying coefficient models
scientific article; zbMATH DE number 5579302

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    Variable selection in partially time-varying coefficient models (English)
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    16 July 2009
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    oracle property
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    penalised least squares
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    profile local linear technique
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    semiparametric regression
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    time-varying coefficients model
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