Semiparametric variable selection for partially varying coefficient models with endogenous variables

DOI10.1007/s00180-015-0601-yzbMath1342.65075MaRDI QIDQ736653

D. Kharzeev

Publication date: 4 August 2016

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-015-0601-y

zbMATH Keywords

variable selection; endogenous variable; partially varying coefficient model

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62J07: Ridge regression; shrinkage estimators (Lasso)