Sparsistent and constansistent estimation of the varying-coefficient model with a diverging number of predictors
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Publication:2832637
DOI10.1080/03610926.2014.890224zbMath1396.62083OpenAlexW1679829202MaRDI QIDQ2832637
Publication date: 11 November 2016
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2014.890224
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)
Related Items (2)
Shrinkage estimation for identification of linear components in composite quantile additive models ⋮ Residuals based Kolmogorov-Smirnov and Cramér-von Mises tests for varying coefficient models
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