Estimation for Varying Coefficient Models with Hierarchical Structure
The varying coefficient (VC) model is a generalization of ordinary linear model, which can not only retain strong interpretability but also has the flexibility of the nonparametric model. In this paper, we investigate a VC model with hierarchical structure. A unified variable selection method for VC...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-01-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/9/2/132 |