Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/95821
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dc.contributor.authorLian, Hengen
dc.date.accessioned2013-07-17T07:37:55Zen
dc.date.accessioned2019-12-06T19:22:02Z-
dc.date.available2013-07-17T07:37:55Zen
dc.date.available2019-12-06T19:22:02Z-
dc.date.copyright2012en
dc.date.issued2012en
dc.identifier.citationLian, H. (2012). Variable selection for high-dimensional generalized varying-coefficient models. Statistica Sinica, 22, 1563-1588.en
dc.identifier.issn1017-0405en
dc.identifier.urihttps://hdl.handle.net/10356/95821-
dc.identifier.urihttp://hdl.handle.net/10220/11777en
dc.description.abstractIn this paper, we consider the problem of variable selection for high-dimensional generalized varying-coefficient models and propose a polynomial-spline based procedure that simultaneously eliminates irrelevant predictors and estimates the nonzero coefficients. In a ``large , small " setting, we demonstrate the convergence rates of the estimator under suitable regularity assumptions. In particular, we show the adaptive group lasso estimator can correctly select important variables with probability approaching one and the convergence rates for the nonzero coefficients are the same as the oracle estimator (the estimator when the important variables are known before carrying out statistical analysis). To automatically choose the regularization parameters, we use the extended Bayesian information criterion (eBIC) that effectively controls the number of false positives. Monte Carlo simulations are conducted to examine the finite sample performance of the proposed procedures.en
dc.language.isoenen
dc.relation.ispartofseriesStatistica sinicaen
dc.rights© 2012 Academia Sinica, Institute of Statistical Science.en
dc.subjectDRNTU::Science::Chemistryen
dc.titleVariable selection for high-dimensional generalized varying-coefficient modelsen
dc.typeJournal Articleen
dc.contributor.schoolSchool of Physical and Mathematical Sciencesen
dc.identifier.doihttp://dx.doi.org/10.5705/ss.2010.308en
item.grantfulltextnone-
item.fulltextNo Fulltext-
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