A new variable selection approach for varying coefficient models

DOI10.1007/s00184-015-0543-yzbMath1334.62063OpenAlexW2128489928MaRDI QIDQ267654

Jing-Xiao Zhang, Xue-Jun Ma

Publication date: 11 April 2016

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-015-0543-y

zbMATH Keywords

varying coefficient modelsvariable selectionoracle propertySCAD

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Related Items (6)

Modified adaptive group lasso for high-dimensional varying coefficient models ⋮ Conditional quantile correlation screening procedure for ultrahigh-dimensional varying coefficient models ⋮ Model detection and variable selection for mode varying coefficient model ⋮ Fast robust feature screening for ultrahigh-dimensional varying coefficient models ⋮ Structure identification and variable selection in geographically weighted regression models ⋮ Structure identification for varying coefficient models with measurement errors based on kernel smoothing

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