Spline estimator for ultra-high dimensional partially linear varying coefficient models
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Publication:2000746
DOI10.1007/s10463-018-0654-0zbMath1419.62095OpenAlexW2790135462WikidataQ130135620 ScholiaQ130135620MaRDI QIDQ2000746
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
high dimensionalityvariable selectionnonconvex penaltyoracle propertypartially linear varying coefficient model
Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20)
Related Items (3)
Variable selection for longitudinal varying coefficient errors-in-variables models ⋮ Quantile regression of ultra-high dimensional partially linear varying-coefficient model with missing observations ⋮ Empirical likelihood in single-index quantile regression with high dimensional and missing observations
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