High-dimensional mixed data sampling models with a covariate-dependent threshold
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DOI: 10.1080/07474938.2025.2481471
Abstract: Abstract. This article introduces high-dimensional mixed data sampling models with a covariate-dependent threshold, which allows for a threshold effect in the relationship between dependent and independent variables sampled at different frequencies and allows for threshold… read more here.
Keywords: mixed data; data sampling; dimensional mixed; high dimensional ... See more keywords