Shrinkage Estimation of the Varying Coefficient Model
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Publication:5252144
DOI10.1198/jasa.2009.0138zbMath1388.62213OpenAlexW3124067556MaRDI 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 smoothingBayesian information criterionvarying coefficient modelselection operatorsmoothly clipped absolute deviationleast absolute shrinkage operator
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Point estimation (62F10)
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