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Polynomial spline approach for variable selection and estimation in varying coefficient models for time series data
Lai, Peng
;
Meng, Jie
;
Lian, Heng
- In:
Statistics & Probability Letters
96
(
2015
)
C
,
pp. 21-27
We propose the penalized estimator with the smoothly clipped absolute deviation (
SCAD
)
penalty
for varying coefficient …
Persistent link: https://www.econbiz.de/10011115968
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