Variable selection for varying-coefficient models with the sparse regularization

DOI10.1007/S00180-014-0520-3zbMath1342.65049OpenAlexW2145053530MaRDI QIDQ736986

Toshihiro Misumi, Hidetoshi Matsui

Publication date: 5 August 2016

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

Full work available at URL: http://hdl.handle.net/2324/26215

zbMATH Keywords

variable selectiongroup Lassoelastic netbasis expansionvarying-coefficient model

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (2)

Empirical likelihood and variable selection for partially linear single-index EV models with missing censoring indicators ⋮ Penalized profile least squares-based statistical inference for varying coefficient partially linear errors-in-variables models

Uses Software

• fda (R)

Cites Work

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