Semiparametric variable selection for partially varying coefficient models with endogenous variables.
Jinyi YuanPeixin ZhaoWeiguo ZhangPublished in: Comput. Stat. (2016)
Keyphrases
- variable selection
- model selection
- cross validation
- input variables
- high dimensional
- statistical inference
- probabilistic model
- dimension reduction
- semi parametric
- feature selection
- support vector
- linear model
- high dimensional data
- genetic programming
- neural network
- evolutionary algorithm
- artificial neural networks
- training data
- machine learning