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Efficient penalized estimating method in the partially varying-coefficient single-index model
Huang, Zhensheng
;
Lin, Bingqing
;
Feng, Fan
;
Pang, Zhen
- In:
Journal of Multivariate Analysis
114
(
2013
)
C
,
pp. 189-200
, which combine the smoothly clipped absolute deviation (
SCAD
) penalty and a stepwise estimation method. The proposed method …
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