Functional index coefficient models with variable selection
type: Item
instance of: scholarly article
title: Functional index coefficient models with variable selection
zbMATH Open document ID: 1337.62245
author: Ted Juhl
author: Bingduo Yang
author: Zongwu Cai
published in: Journal of Econometrics
publication date: 2015-10-30T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62J12
Mathematics Subject Classification ID: 65C60
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 6502476
zbMATH Keywords: functional index coefficient autoregressive model
zbMATH Keywords: model selection
zbMATH Keywords: oracle property
zbMATH Keywords: penalty function
zbMATH Keywords: smoothly clipped absolute deviation
MaRDI profile type: Publication
full work available at URL: j.jeconom.2015.03.022
OpenAlex ID: W3124975347
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DOI: 10.1016/J.JECONOM.2015.03.022
description: scientific article; zbMATH DE number 6502476