Exponential-Bound Property of Estimators and Variable Selection in Generalized Additive Models

DOI10.1080/03610920601076875MaRDI QIDQ3593533zbMATH OpenOpenAlexFDO

Authors

Publication date 23 July 2007

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920601076875

zbMATH Keywords

bootstrapexponential boundgeneralized additive modelvariable selection

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric statistical resampling methods (62G09) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• A kernel method of estimating structured nonparametric regression based on marginal integration
• Additive nonparametric regression on principal components
• Additive regression and other nonparametric models
• An equivalence theorem for \(L_ 1\) convergence of the kernel regression estimate
• Direct estimation of low-dimensional components in additive models.
• Estimation of additive regression models with known links
• Exponential bounds of mean error for the kernel estimate of regression functions
• Exponential bounds of mean error for the nearest neighbor estimates of regression functions
• scientific article; zbMATH DE number 3862231 (Why is no real title available?)
• scientific article; zbMATH DE number 47282 (Why is no real title available?)
• scientific article; zbMATH DE number 48302 (Why is no real title available?)
• Jackknife, bootstrap and other resampling methods in regression analysis
• Linear smoothers and additive models
• Nonparametric Autoregression with Multiplicative Volatility and Additive mean
• Nonparametric Identification of Nonlinear Time Series: Projections
• On the strong universal consistency of nearest neighbor regression function estimates
• Search for significant variables in nonparametric additive regression
• The dimensionality reduction principle for generalized additive models
• The equivalence of weak, strong, and complete convergence in \(L_ 1\) for kernel density estimates
• Variable Selection and Function Estimation in Additive Nonparametric Regression Using a Data-Based Prior

Cited in

(4)

• Estimation and variable selection with exponential weights
• Assessing additivity in nonparametric models -- a kernel-based method
• Schwarz method for penalized quasi-likelihood in generalized additive models
• Practical variable selection for generalized additive models

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