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Fan, J., Ma, Y. and Dai, W. (2014) Nonparametric Independent Screening in Sparse Ultra-High Dimensional Varying Coefficient Models. American Statistical Association, 109, 1270-1284.
https://doi.org/10.1080/01621459.2013.879828

has been cited by the following article:

• TITLE: Cross Validation Based Model Averaging for Varying-Coefficient Models with Response Missing at Random

  AUTHORS: Huixin Li, Xiuli Wang

  KEYWORDS: Response Missing at Random, Model Averaging, Asymptotic Optimality, B-Spline Approximation

  JOURNAL NAME: Journal of Applied Mathematics and Physics, Vol.12 No.3, March 25, 2024

  ABSTRACT: In this paper, a model averaging method is proposed for varying-coefficient models with response missing at random by establishing a weight selection criterion based on cross-validation. Under certain regularity conditions, it is proved that the proposed method is asymptotically optimal in the sense of achieving the minimum squared error.