Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models

Mathematics

• Coefficient Identification 86%
• Varying Coefficient Model 71%
• Variable Selection 56%
• Predictors 50%
• Spline 50%
• High-dimensional 44%
• Penalization 42%
• Estimator 32%
• Nonlinear Interaction 24%
• Bayesian Information Criterion 24%
• Leukemia 23%
• Polynomial Splines 22%
• Regularization Parameter 20%
• Penalty Function 19%
• Parametric Model 19%
• Eliminate 18%
• Specification 16%
• Choose 16%
• Monte Carlo Simulation 15%
• Rate of Convergence 14%
• Strategy 12%
• Regularity 12%
• Demonstrate 10%
• Performance 10%

Business & Economics

• Variable Selection 100%
• Varying Coefficient Model 87%
• Splines 72%
• Predictors 58%
• Estimator 43%
• Coefficients 40%
• Monte Carlo Simulation 28%
• Bayesian Information Criterion 25%
• Penalty Function 25%
• Regularization 23%
• Rate of Convergence 22%
• Parametric Model 22%
• Finite Sample 19%
• Regularity 18%
• Polynomials 17%
• Interaction 9%
• Performance 7%