The de-biased group Lasso estimation for varying coefficient models

Toshio Honda and 敏雄 本田

No 2018-04, Discussion Papers from Graduate School of Economics, Hitotsubashi University

Keywords: high-dimensional data; B-spline; varying coefficient models; group Lasso; bias correction (search for similar items in EconPapers)
Pages: 29 pages
Date: 2019-08
New Economics Papers: this item is included in nep-ecm
Note: First version : November 2018 / This version : August 2019
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:hit:econdp:2018-04

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