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Nonparametric Independence Screening in Sparse Ultra-High Dimensional Varying Coefficient Models

The varying-coefficient model is an important class of nonparametric statistical model that allows us to examine how the effects of covariates vary with exposure variables. When the number of covariates is large, the issue of variable selection arises. In this paper, we propose and investigate margi...

Disgrifiad llawn

Wedi'i Gadw mewn:
Manylion Llyfryddiaeth
Prif Awduron: Fan, Jianqing, Ma, Yunbei, Dai, Wei
Fformat: Artigo
Iaith:Inglês
Cyhoeddwyd: 2014
Pynciau:
Mynediad Ar-lein:https://ncbi.nlm.nih.gov/pmc/articles/PMC4188418/
https://ncbi.nlm.nih.gov/pubmed/25309009
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/01621459.2013.879828
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