Selection of components and degrees of smoothing via Lasso in high dimensional nonparametric additive models

DOI10.1016/J.CSDA.2008.06.022zbMath1452.62300OpenAlexW2090731943MaRDI QIDQ1023939

Shurong Zheng

Publication date: 16 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2008.06.022

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (3)

Additive model selection ⋮ Additive models in censored regression ⋮ Distance-based local linear regression for functional predictors

Uses Software

• fda (R)

Cites Work

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• Curves discrimination: a nonparametric functional approach
• Functional data analysis
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• Asymptotics for Lasso-type estimators.
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• Nonparametric functional data analysis. Theory and practice.
• Minimizing GCV/GML Scores with Multiple Smoothing Parameters via the Newton Method
• Unified LASSO Estimation by Least Squares Approximation
• Flexible Parsimonious Smoothing and Additive Modeling
• Regression coefficient and autoregressive order shrinkage and selection via the lasso
• Generalized Additive Modeling with Implicit Variable Selection by Likelihood‐Based Boosting
• Stable and Efficient Multiple Smoothing Parameter Estimation for Generalized Additive Models

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