Automatic model selection for partially linear models

DOI10.1016/j.jmva.2009.06.009zbMath1170.62034WikidataQ37396958 ScholiaQ37396958MaRDI QIDQ842929

Hao Helen Zhang, Xiao Ni, Daowen Zhang

Publication date: 28 September 2009

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc2766091

zbMATH Keywords

smoothing splines; semiparametric regression; variable selection; smoothly clipped absolute deviation

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62H12: Estimation in multivariate analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

62G20: Asymptotic properties of nonparametric inference

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Uses Software

• gss
• SemiPar
• hgam

Cites Work

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