Functional Lasso kernel smoothing for additive regression with interaction effects

DOI10.1016/J.JMVA.2026.105636MaRDI QIDQ7304380zbMATH OpenFDO

Authors Young Kyung Lee, Enno Mammen, Seung Hyun Moon, Byeong U. Park

Publication date 27 July 2026

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

Full work available at URL https://doi.org/10.1016/J.JMVA.2026.105636

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Multivariate analysis (62Hxx)

Cites work

• Additive regression for non-Euclidean responses and predictors
• Additive regression with Hilbertian responses
• Backfitting and smooth backfitting for additive quantile models
• Component selection and smoothing in multivariate nonparametric regression
• Efficient functional Lasso kernel smoothing for high-dimensional additive regression
• Extended Bayesian information criteria for model selection with large model spaces
• Feature-specific inference for penalized regression using local false discovery rates
• Flexible generalized varying coefficient regression models
• High-dimensional additive modeling
• scientific article; zbMATH DE number 1181283 (Why is no real title available?)
• scientific article; zbMATH DE number 837911 (Why is no real title available?)
• Identification and estimation of interaction effects in nonparametric additive regression
• Minimax-optimal rates for sparse additive models over kernel classes via convex programming
• NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS
• Nonparametric estimation of bivariate additive models
• On the conditions used to prove oracle results for the Lasso
• Shrinkage tuning parameter selection with a diverging number of parameters
• Smooth backfitting for errors-in-variables additive models
• Smooth backfitting in generalized additive models
• Sparse additive models
• Statistical inference in sparse high-dimensional additive models
• The existence and asymptotic properties of a backfitting projection algorithm under weak conditions
• Time-Varying Additive Models for Longitudinal Data
• Variable selection with the strong heredity constraint and its oracle property

This page was built for publication: Functional Lasso kernel smoothing for additive regression with interaction effects

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7304380)