Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty
In this paper, we consider the problem of simultaneous variable selection and estimation for varying-coefficient partially linear models in a “small n , large p ” setting, when the number of coefficients in the linear part diverges with sample size while the number of varying coefficients is fixed....
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
2013
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| Subjects: | |
| Online Access: | https://hdl.handle.net/10356/103043 http://hdl.handle.net/10220/16889 |
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| Institution: | Nanyang Technological University |
| Language: | English |