SCAD-penalized regression for varying-coefficient models with autoregressive errors
نویسندگان
چکیده
منابع مشابه
Penalized Regression Models with Autoregressive Error Terms
Penalized regression methods have recently gained enormous attention in statistics and the field of machine learning due to their ability of reducing the prediction error and identifying important variables at the same time. Numerous studies have been conducted for penalized regression, but most of them are limited to the case when the data are independently observed. In this paper, we study a ...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2015
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2015.02.004