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

Heng Lian; Jie Meng; Kaifeng Zhao

doi:10.1016/j.jmva.2015.06.011

ScienceGate Book Chapters

JOURNAL ARTICLE

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

Heng Lian Jie Meng Kaifeng Zhao

Year: 2015 Journal: Journal of Multivariate Analysis Vol: 141 Pages: 81-103 Publisher: Elsevier BV

DOI: 10.1016/j.jmva.2015.06.011

Get Full-Text PDF Get Analytical Report

Keywords:

Mathematics Estimator Applied mathematics Spline (mechanical) Model selection Monte Carlo method Univariate Mathematical optimization Statistics Multivariate statistics

Metrics

Cited By

0.43

FWCI (Field Weighted Citation Impact)

Refs

0.66

Citation Normalized Percentile

Is in top 1%

Is in top 10%

Citation History

Topics

Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Control Systems and Identification

Physical Sciences → Engineering → Control and Systems Engineering

Genetic and phenotypic traits in livestock

Life Sciences → Biochemistry, Genetics and Molecular Biology → Genetics

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

Metrics

Citation History

Topics

Related Documents

Variable selection for high-dimensional generalized varying-coefficient models

Spline estimator for ultra-high dimensional partially linear varying coefficient models

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

Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models

Variable selection in high-dimensional quantile varying coefficient models