Shrinkage Estimation of the Varying Coefficient Model
- Author
- WANG, Hansheng1 ; XIA, Yingcun2
[1] Guanghua School of Management, Peking University, Beijing, 100871, China
[2] Department of Statistics and Applied Probability, Risk Management Institute, National University of Singapore, Singapore, 117546, Singapore - Source
Journal of the American Statistical Association. 2009, Vol 104, Num 486, pp 747-757, 11 p ; ref : 1/2 p
- CODEN
- JSTNAL
- ISSN
- 0162-1459
- Scientific domain
- Mathematics
- Publisher
- American Statistical Association, Alexandria, VA
- Publication country
- United States
- Document type
- Article
- Language
- English
- Author keyword
- Bayesian information criterion Kernel smoothing Least Absolute Shrinkage and Selection Operator Oracle Smoothly Clipped Absolute Deviation Variable selection Varying coefficient model property
- Keyword (fr)
- Application Efficacité estimateur Estimation adaptative Estimation non paramétrique Estimation statistique Lissage Modèle linéaire Modèle régression Méthode adaptative Méthode lissage Méthode moindre valeur absolue Méthode non paramétrique Méthode paramétrique Méthode pénalité Méthode statistique Oracle Polynôme Problème sélection Robustesse estimateur Régression linéaire Régression pseudo orthogonale Régression statistique Statistique rang 62F07 62F35 62G05 62J05 62J07 62Jxx Estimateur rétrécissement Estimation paramétrique Méthode opérateur Méthode sélection Sélection variable
- Keyword (en)
- Application Estimator efficiency Adaptive estimation Non parametric estimation Statistical estimation Smoothing Linear model Regression model Adaptive method Smoothing methods Least absolute value method Non parametric method Parametric method Penalty method Statistical method Oracle Polynomial Selection problem Estimator robustness Linear regression Ridge regression Statistical regression Rank statistic Shrinkage estimator Operator method Selection method Variable selection
- Keyword (es)
- Aplicación Eficacia estimador Estimación adaptativa Estimación no paramétrica Estimación estadística Alisamiento Modelo lineal Modelo regresión Método adaptativo Método menor valor absoluto Método no paramétrico Método paramétrico Método penalidad Método estadístico Polinomio Problema selección Robustez estimador Regresión lineal Regresión ridge Regresión estadística Estadística rango
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02A General topics
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02G Parametric inference
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02J Linear inference, regression
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02N Applications
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 21515004
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1198/jasa.2009.0138 
https://dx.doi.org/10.1198/jasa.2009.0138
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