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Spline estimator for ultra-high dimensional partially linear varying coefficient models

Wang, ZL; Xue, LE; Li, GR; Lu, F

Wang, ZL (reprint author), Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China.; Wang, ZL (reprint author), Henan Polytech Univ, Sch Math & Informat Sci, Jiaozuo 454000, Peoples R China.

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2019; 71 (3): 657

Abstract

In this paper, we simultaneously study variable selection and estimation problems for sparse ultra-high dimensional partially linear varying coefficie......

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