Model detection and variable selection for varying coefficient models with longitudinal data
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Publication:270128
DOI10.1007/s10114-016-4639-8zbMath1334.62037OpenAlexW2312570754MaRDI QIDQ270128
Liu Gen Xue, San Ying Feng, Yu Ping Hu
Publication date: 7 April 2016
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-016-4639-8
longitudinal datavariable selectionoracle propertycombined penalizationmodel detectionvarying coefficient model
Related Items (3)
Model detection and estimation for varying coefficient panel data models with fixed effects ⋮ Residuals based Kolmogorov-Smirnov and Cramér-von Mises tests for varying coefficient models ⋮ Bayesian estimation of large precision matrix based on Cholesky decomposition
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