Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models.
Heng LianJie MengKaifeng ZhaoPublished in: J. Multivar. Anal. (2015)
Keyphrases
- variable selection
- high dimensional
- linear models
- model selection
- cross validation
- input variables
- least squares
- dimension reduction
- logistic regression models
- high dimensional data
- stepwise regression
- stochastic search
- dimensionality reduction
- probabilistic model
- data sets
- linear regression
- low dimensional
- feature space
- support vector
- feature selection