Variable selection in high-dimensional varying coefficient panel data models with fixed effects

DOI10.1016/J.JSPI.2025.106355MaRDI QIDQ6888155zbMATH OpenFDO

Authors Yiping Yang, Pei Xin Zhao

Publication date 9 December 2025

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JSPI.2025.106355

zbMATH Keywords

B-splinefixed effectshigh-dimensionalpanel datavariable selectionvarying coefficient model

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(1)

• Variable selection via non-convex group penalization for high-dimensional nonparametric additive panel data models with fixed effects

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