Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models

DOI10.1016/j.jmva.2015.06.011zbMath1327.62309OpenAlexW835909820MaRDI QIDQ746868

Jie Meng, Kaifeng Zhao, Heng Lian

Publication date: 21 October 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.06.011

zbMATH Keywords

quasi-likelihoodgroup lassoB-spline basisdiverging parameters

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20)

Related Items

Sparse Learning and Structure Identification for Ultrahigh-Dimensional Image-on-Scalar Regression, Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data

Uses Software

• fda (R)

Cites Work

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