On varying-coefficient independence screening for high-dimensional varying-coefficient models

DOI10.5705/ss.2012.299zbMath1480.62151WikidataQ34609861 ScholiaQ34609861MaRDI QIDQ3195169

Rui Song, Hui Zou, Feng Yi

Publication date: 21 October 2015

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

Full work available at URL: https://semanticscholar.org/paper/943ebc3de703a3d6c09b6c8aeba16cbb6740fde9

zbMATH Keywords

penalized regression; sure screening property; varying-coefficient models

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62P10: Applications of statistics to biology and medical sciences; meta analysis