Robust variable selection for the varying coefficient model based on composite<i>L</i><sub>1</sub>–<i>L</i><sub>2</sub>regression (Q5129091)
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scientific article; zbMATH DE number 7265928
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust variable selection for the varying coefficient model based on composite<i>L</i><sub>1</sub>–<i>L</i><sub>2</sub>regression |
scientific article; zbMATH DE number 7265928 |
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Robust variable selection for the varying coefficient model based on composite<i>L</i><sub>1</sub>–<i>L</i><sub>2</sub>regression (English)
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26 October 2020
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varying coefficient model
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convex combined loss
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variable selection
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CKLASSO
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robustness
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BIC
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