On varying-coefficient independence screening for high-dimensional varying-coefficient models

Song, Rui, Yi, Feng, Zou, Hui . Statistica Sinica 2014. 24 (4) :1735-1752

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Bibtex

@article{CIS-281404,
  Author = {Song, Rui and Yi, Feng and Zou, Hui},
  Title = {On varying-coefficient independence screening for high-dimensional varying-coefficient models},
  Journal = {Statistica Sinica},
  Volume = {24},
  Number = {4},
  Year = {2014},
  Pages = {1735--1752},
  Keywords = {Penalized regression, sure screening property}
}

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