JOURNAL ARTICLE
Robust variable selection in partially varying coefficient single-index model
Huiming ZhuZhike LvKeming YuChao Deng
Year: 2014 Journal: Journal of the Korean Statistical Society Vol: 44 (1)Pages: 45-57 Publisher: Elsevier BV
Keywords:
Mathematics Estimator Feature selection Scad Mathematical optimization Penalty method Parametric statistics Selection (genetic algorithm) Applied mathematics Nonparametric statistics Statistics Algorithm Computer science Artificial intelligence
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15
Cited By
1.62
FWCI (Field Weighted Citation Impact)
25
Refs
0.84
Citation Normalized Percentile
Is in top 1%
Is in top 10%
Citation History
Topics
Statistical Methods and Inference
Physical Sciences → Mathematics → Statistics and Probability
Financial Risk and Volatility Modeling
Social Sciences → Economics, Econometrics and Finance → Finance
Monetary Policy and Economic Impact
Social Sciences → Economics, Econometrics and Finance → General Economics, Econometrics and Finance
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