Principal varying coefficient estimator for high-dimensional models

DOI10.1080/02331888.2019.1663521zbMath1434.62159OpenAlexW2974851121MaRDI QIDQ5205848

Heng Lian, Weihua Zhao, Fode Zhang, Rui Li, Xue-jun Wang

Publication date: 17 December 2019

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2019.1663521

zbMATH Keywords

asymptotic propertiesB-splinessub-Gaussian distributionultra-high dimensionality

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Density estimation (62G07) Numerical computation using splines (65D07) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (1)

High-dimensional quantile varying-coefficient models with dimension reduction

Uses Software

• grpreg

Cites Work

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