High-dimensional Varying Index Coefficient Models via Stein’s Identity

Keyphrases

• Link Function 100%
• Stein's Identity 100%
• Varying Index Coefficient Model 100%
• Computationally Efficient 50%
• Function-based 50%
• High Dimension 50%
• Numerical Experiments 50%
• Convergence Rate 50%
• Moment Conditions 50%
• Parameter Estimation Problem 50%
• Low-rank Matrix 50%
• Parameter Vector 50%
• Low-rank 50%
• Sparse Parameters 50%
• Parameter Function 50%
• Efficient Estimator 50%
• Logarithmic Term 50%
• Statistical Rates 50%
• High-dimensional Parameters 50%

Mathematics

• Matrix 100%
• Covariate 100%
• Moment Condition 100%
• Gaussian Distribution 100%
• Logarithmic Term 100%
• Higher Dimensions 100%
• Parameter Estimation 100%
• Numerical Experiment 100%
• Parameter Vector 100%