Varying-coefficient modeling via regularized basis functions
Methodology
2015-02-19 v1
Abstract
We address the problem of constructing varying-coefficient models based on basis expansions along with the technique of regularization. A crucial point in our modeling procedure is the selection of smoothing parameters in the regularization method. In order to choose the parameters objectively, we derive model selection criteria from the viewpoints of information-theoretic and Bayesian approach. We demonstrate the effectiveness of proposed modeling strategy through Monte Carlo simulations and analyzing a real data set.
Cite
@article{arxiv.1107.3618,
title = {Varying-coefficient modeling via regularized basis functions},
author = {Hidetoshi Matsui and Toshihiro Misumi and Shuichi Kawano},
journal= {arXiv preprint arXiv:1107.3618},
year = {2015}
}
Comments
10 pages, 4 figures