Structural identification and variable selection in high-dimensional varying-coefficient models

DOI10.1080/10485252.2017.1303057zbMath1365.62135OpenAlexW2603275158MaRDI QIDQ5266564

Yang Bai, Wingkam Fung, Yuping Chen

Publication date: 16 June 2017

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

Full work available at URL: https://doi.org/10.1080/10485252.2017.1303057

zbMATH Keywords

group selectioncoordinate descentvarying-coefficient modelsmodified basis expansionstructural selection

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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