Shrinkage estimation of the varying coefficient model

• Main Authors: Wang, H., Xia, Y.
• Other Authors: STATISTICS & APPLIED PROBABILITY
• Format: Article
• Published: 2014
• Subjects: Bayesian information criterion; Kernel smoothing; Least Absolute Shrinkage and Selection Operator; Oracle property; Smoothly Clipped Absolute Deviation; Variable selection; Varying coefficient model
• Online Access: http://scholarbank.nus.edu.sg/handle/10635/105362
• Institution: National University of Singapore

10.1198/jasa.2009.0138