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Identification and Estimation for Generalized Varying Coefficient Partially Linear Models - MaRDI portal

Identification and Estimation for Generalized Varying Coefficient Partially Linear Models

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Publication:4626842

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DOI10.15672/HJMS.201614821897zbMath1409.62144MaRDI QIDQ4626842

Muhammad Amin, Mingqiu Wang, Xiuli Wang

Publication date: 6 March 2019

Published in: Hacettepe Journal of Mathematics and Statistics (Search for Journal in Brave)

zbMATH Keywords

selection consistency group variable selection structure identification group SCAD

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric estimation (62G05)

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Modified adaptive group lasso for high-dimensional varying coefficient models

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