Variable selection for partially time-varying coefficient error-in-variables models
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Publication:5739665
DOI10.1080/02331888.2015.1074233zbMath1360.62389OpenAlexW2285120095MaRDI QIDQ5739665
Publication date: 19 July 2016
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2015.1074233
variable selectiontime-varying coefficient modelsoracle propertiesadditive measurement errorsprofile least squares method
Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)
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