The de-biased group Lasso estimation for varying coefficient models
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Cited in
(7)- On the asymptotic variance of the debiased Lasso
- The benefit of group sparsity in group inference with de-biased scaled group Lasso
- Concave group methods for variable selection and estimation in high-dimensional varying coefficient models
- The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models
- Debiased lasso for generalized linear models with a diverging number of covariates
- Expected shortfall regression for high-dimensional additive models
- Penalized estimation in additive varying coefficient models using grouped regularization
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