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Shrinkage estimation of the varying-coefficient model with continuous and categorical covariates - MaRDI portal

Shrinkage estimation of the varying-coefficient model with continuous and categorical covariates (Q2036915)

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scientific article; zbMATH DE number 7365114
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English
Shrinkage estimation of the varying-coefficient model with continuous and categorical covariates
scientific article; zbMATH DE number 7365114

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    Shrinkage estimation of the varying-coefficient model with continuous and categorical covariates (English)
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    30 June 2021
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    variable selection
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    varying-coefficient model
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    kernel least absolute shrinkage and selection operator (KLASSO)
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    asymptotic theory
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