Shrinkage Estimation of the Varying Coefficient Model
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Publication:5252144
DOI10.1198/jasa.2009.0138zbMath1388.62213MaRDI QIDQ5252144
Publication date: 29 May 2015
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/jasa.2009.0138
kernel smoothing; Bayesian information criterion; varying coefficient model; selection operator; smoothly clipped absolute deviation; least absolute shrinkage operator
62J07: Ridge regression; shrinkage estimators (Lasso)
62J05: Linear regression; mixed models
62G05: Nonparametric estimation
62F10: Point estimation
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