Non-asymptotic approach to varying coefficient model

DOI10.1214/13-EJS778zbMath1337.62077arXiv1211.3394MaRDI QIDQ1951122

Marianna Pensky, Olga Klopp

Publication date: 29 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.3394

zbMATH Keywords

statistical learningvarying coefficient modellow rank matrix estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12)

Related Items (1)

Sparse high-dimensional varying coefficient model: nonasymptotic minimax study

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