1.1k citations · 1.5k across the 13 of their papers we have counts for
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stat.ME2018
Fast Inference Procedures for Semivarying Coefficient Models via Local Averaging
Heng Peng, Chuanlong Xie, Jingxin Zhao
The semivarying coefficient models are widely used in the application of finance, economics, medical science and many other areas. The functional coefficients are commonly estimate…
stat.AP2018★ 1 cited
BIVAS: A scalable Bayesian method for bi-level variable selection with applications
Mingxuan Cai, Mingwei Dai, Jingsi Ming +3
In this paper, we consider a Bayesian bi-level variable selection problem in high-dimensional regressions. In many practical situations, it is natural to assign group membership to…
stat.ME2018★ 3 cited
Varying Coefficient Panel Data Model with Interactive Fixed Effects
Sanying Feng, Gaorong Li, Heng Peng +1
In this paper, we propose a varying coefficient panel data model with unobservable multiple interactive fixed effects that are correlated with the regressors. We approximate each c…