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Dimensionality Reduction and Variable Selection in Multivariate Varying-Coefficient Models With a Large Number of Covariates - MaRDI portal

Dimensionality Reduction and Variable Selection in Multivariate Varying-Coefficient Models With a Large Number of Covariates (Q4962440)

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scientific article; zbMATH DE number 6971454
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Dimensionality Reduction and Variable Selection in Multivariate Varying-Coefficient Models With a Large Number of Covariates
scientific article; zbMATH DE number 6971454

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    Dimensionality Reduction and Variable Selection in Multivariate Varying-Coefficient Models With a Large Number of Covariates (English)
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    2 November 2018
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    multivariate regression
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    oracle property
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    polynomial splines
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