Feng, Long; Zou, Changliang; Wang, Zhaojun; Wei, Xianwu; … - In: Metrika 78 (2015) 1, pp. 85-118
The varying coefficient model is widely used as an extension of the linear regression model. Many procedures have been developed for the model estimation, and recently efficient variable selection procedures for the varying coefficient model have been proposed as well. However, those variable...