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: | Hong, Zhaoping, Hu, Yuao, Lian, Heng |
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其他作者: | School of Physical and Mathematical Sciences |
格式: | Article |
語言: | English |
出版: |
2013
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主題: | |
在線閱讀: | https://hdl.handle.net/10356/103043 http://hdl.handle.net/10220/16889 |
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機構: | Nanyang Technological University |
語言: | English |
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