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Efficient Model Selection in Semivarying Coefficient Models. (2012). VanKeilegom, Ingrid ; Noh, Hohsuk ; van Keilegom, Ingrid.
In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences).
RePEc:aiz:louvad:2012025.

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  1. Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models. (2015). Lian, Heng ; Zhao, Kaifeng ; Meng, Jie.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:141:y:2015:i:c:p:81-103.

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References

References cited by this document

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  2. Cai, Z. and Z. Xiao (2012). Semiparametric quantile regression estimation in dynamic models with partially varying coefficients. Journal of Econometrics 167, 413 – 425.

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  7. Lee, S. (2003). Efficient semiparametric estimation of a partially linear quantile regression model. Econometric Theory 19, 1–31.

  8. Noh, H. and B. Park (2010). Sparse varying coefficient models for longitudinal data. Statistica Sinica 20, 1183–1202.
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  9. Wang, H. J., Z. Zhu, and J. Zhou (2009). Quantile regression in partially linear varying coefficient models. Annals of Statistics 37, 3841–3866.
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  10. Wang, L., H. Li, and J. Z. Huang (2008). Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements. Journal of the American Statistical Association 103, 1556–1569.

  11. Xia, Y., W. Zhang, and H. Tong (2004). Efficient estimation for semivarying-coefficient models. Biometrika 91, 661–681.

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  49. Efficient Model Selection in Semivarying Coefficient Models. (2012). VanKeilegom, Ingrid ; Noh, Hohsuk ; van Keilegom, Ingrid.
    In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences).
    RePEc:aiz:louvad:2012025.

    Full description at Econpapers || Download paper

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