Variable selection for high-dimensional generalized varying-coefficient models

• المؤلف الرئيسي: Lian, Heng
• مؤلفون آخرون: School of Physical and Mathematical Sciences
• التنسيق: مقال
• اللغة: English
• منشور في: 2013
• الموضوعات: DRNTU::Science::Chemistry
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/95821; http://hdl.handle.net/10220/11777

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...