SCAD-penalized regression for varying-coefficient models with autoregressive errors
Year of publication: |
2015
|
---|---|
Authors: | Qiu, Jia ; Li, Degao ; You, Jinhong |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 137.2015, C, p. 100-118
|
Publisher: |
Elsevier |
Subject: | Varying-coefficient | Local linear regression | Autoregressive error | SCAD penalty | Pre-whitening transformation |
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