Varying coefficient models have numerous applications in a wide scope of scientific areas. While enjoying nice interpretability, they also allow for flexibility in modeling dynamic impacts of the ...

Monitoring the t-tests for individual regression coefficients in 'forward' search fails to identify the importance of observations to the significance of the individual regressors. This failure is due ...

High-dimensional feature screening and variable selection represent critical methodological advancements designed to address the challenges posed by datasets where the number of potential predictors ...

The purpose of statistical model selection is to identify a parsimonious model, which is a model that is as simple as possible while maintaining good predictive ability over the outcome of interest.