Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models (Q892254)
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scientific article
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| English | Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models |
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Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models (English)
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18 November 2015
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GSVCM
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LASSO
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local maximum likelihood
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oracle estimation
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SCAD
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sparsity
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ultra-high dimension
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0.9097432
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0.9070589
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0.9007391
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0.8882368
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0.88030636
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0.88014823
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0.87919873
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