Variable selection and estimation in high-dimensional varying-coefficient models

DOI10.5705/ss.2009.316zbMath1225.62056WikidataQ41892755 ScholiaQ41892755MaRDI QIDQ3097900

Jian Huang, Hongzhe Li, Fengrong Wei

Publication date: 10 November 2011

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc3902862

zbMATH Keywords

high-dimensional data; sparsity; group Lasso; selection consistency; basis expansion; nonparametric coefficient function

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

65C05: Monte Carlo methods