Variable selection for high-dimensional generalized varying-coefficient models
In this paper, we consider the problem of variable selection for high-dimensional generalized varying-coefficient models and propose a polynomial-spline based procedure that simultaneously eliminates irrelevant predictors and estimates the nonzero coefficients. In a ``large , small " setting, w...
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| Format: | Article |
| Language: | English |
| Published: |
2013
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| Subjects: | |
| Online Access: | https://hdl.handle.net/10356/95821 http://hdl.handle.net/10220/11777 |
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| Institution: | Nanyang Technological University |
| Language: | English |