Domain selection for the varying coefficient model via local polynomial regression

DOI10.1016/j.csda.2014.10.004OpenAlexW1989927704WikidataQ41691786 ScholiaQ41691786MaRDI QIDQ1623796

Yichao Wu, Howard D. Bondell, Dehan Kong

Publication date: 23 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc4260425

zbMATH Keywords

bandwidth selectionSCADoracle propertiespenalized local polynomial fitting

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08)

Related Items

Robust estimation and outlier detection for varying-coefficient models via penalized regression, Non-separable models with high-dimensional data

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