Walsh-average based variable selection for varying coefficient models
DOI10.1016/j.jkss.2014.05.006zbMath1311.62052OpenAlexW2064908049MaRDI QIDQ2513793
Publication date: 29 January 2015
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2014.05.006
asymptotic relative efficiencyvariable selectionoracle propertyvarying coefficient modelWalsh-averagerobust BIC-type criterion
Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Nonparametric estimation (62G05)
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