Spline estimator for ultra-high dimensional partially linear varying coefficient models
DOI10.1007/S10463-018-0654-0zbMATH Open1419.62095OpenAlexW2790135462WikidataQ130135620 ScholiaQ130135620MaRDI QIDQ2000746FDOQ2000746
Publication date: 28 June 2019
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-018-0654-0
variable selectionhigh dimensionalityoracle propertynonconvex penaltypartially linear varying coefficient model
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)
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