The de-biased group Lasso estimation for varying coefficient models

DOI10.1007/s10463-019-00740-4zbMath1471.62417OpenAlexW2907459333MaRDI QIDQ2046473

Toshio Honda

Publication date: 18 August 2021

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-019-00740-4

zbMATH Keywords

varying coefficient modelshigh-dimensional dataB-splinebias correctiongroup Lasso

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Numerical computation using splines (65D07) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (1)

The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models

Uses Software

• gglasso

Cites Work

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