Component Selection in the Additive Regression Model

DOI10.1111/J.1467-9469.2012.00823.XzbMath1364.62091arXiv1101.0047OpenAlexW1938876420MaRDI QIDQ2852624

Li Xing Zhu, Xia Cui, Heng Peng, Song-qiao Wen

Publication date: 9 October 2013

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1101.0047

zbMATH Keywords

penalized splinesLassoadditive modelgroup variable selectiongeneralized cross-validationnonparametric component

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (9)

Robust and efficient direction identification for groupwise additive multiple-index models and its applications ⋮ A group bridge approach for component selection in nonparametric accelerated failure time additive regression model ⋮ Testing symmetry of model errors for nonparametric regression models by using correlation coefficient¹ ⋮ Detection the symmetry or asymmetry of model errors in partial linear models ⋮ Nonparametric variable selection and its application to additive models ⋮ Additive model selection ⋮ Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters ⋮ Feature screening in ultrahigh-dimensional additive Cox model ⋮ Sure independence screening in ultrahigh dimensional generalized additive models

Uses Software

• Excel
• hgam

Cites Work

• Unnamed Item
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• Smooth Backfitting in Practice
• A kernel method of estimating structured nonparametric regression based on marginal integration
• Prediction Error Estimation Under Bregman Divergence for Non‐Parametric Regression and Classification
• Tuning parameter selectors for the smoothly clipped absolute deviation method

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