Variable selection and estimation in high-dimensional varying-coefficient models
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Publication:3097900
DOI10.5705/ss.2009.316zbMath1225.62056OpenAlexW2124831990WikidataQ41892755 ScholiaQ41892755MaRDI QIDQ3097900
Hongzhe Li, Fengrong Wei, Jian Huang
Publication date: 10 November 2011
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc3902862
high-dimensional datasparsitygroup Lassoselection consistencybasis expansionnonparametric coefficient function
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Monte Carlo methods (65C05)
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