  In the present paper we consider the varying coefficient model which
represents a useful tool for exploring dynamic patterns in many applications.
Existing methods typically provide asymptotic evaluation of precision of
estimation procedures under the assumption that the number of observations
tends to infinity. In practical applications, however, only a finite number of
measurements are available. In the present paper we focus on a non-asymptotic
approach to the problem. We propose a novel estimation procedure which is based
on recent developments in matrix estimation. In particular, for our estimator,
we obtain upper bounds for the mean squared and the pointwise estimation
errors. The obtained oracle inequalities are non-asymptotic and hold for finite
sample size.
