Ontology highlight
ABSTRACT:
SUBMITTER: Song R
PROVIDER: S-EPMC4251601 | biostudies-literature | 2014
REPOSITORIES: biostudies-literature
Song Rui R Yi Feng F Zou Hui H
Statistica Sinica 20140101 4
Varying coefficient models have been widely used in longitudinal data analysis, nonlinear time series, survival analysis, and so on. They are natural non-parametric extensions of the classical linear models in many contexts, keeping good interpretability and allowing us to explore the dynamic nature of the model. Recently, penalized estimators have been used for fitting varying-coefficient models for high-dimensional data. In this paper, we propose a new computationally attractive algorithm call ...[more]