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

DOI10.1016/J.CSDA.2008.06.022MaRDI QIDQ1023939zbMATH OpenOpenAlexFDO

Authors 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)

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• scientific article; zbMATH DE number 6951486

Cites work

• scientific article; zbMATH DE number 47282 (Why is no real title available?)
• scientific article; zbMATH DE number 1034037 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Asymptotics for Lasso-type estimators.
• Curves discrimination: a nonparametric functional approach
• Flexible Parsimonious Smoothing and Additive Modeling
• Functional data analysis
• Generalized Additive Modeling with Implicit Variable Selection by Likelihood‐Based Boosting
• Least angle regression. (With discussion)
• Minimizing GCV/GML Scores with Multiple Smoothing Parameters via the Newton Method
• Nonparametric functional data analysis. Theory and practice.
• Regression coefficient and autoregressive order shrinkage and selection via the lasso
• Stable and Efficient Multiple Smoothing Parameter Estimation for Generalized Additive Models
• The functional nonparametric model and applications to spectrometric data
• Unified LASSO Estimation by Least Squares Approximation

Cited in

(10)

• Selection of variables and dimension reduction in high-dimensional non-parametric regression
• Monotone splines Lasso
• Distance-based local linear regression for functional predictors
• Additive models in censored regression
• Component selection and smoothing for nonparametric regression in exponential families
• Automatic component selection in additive modeling of French national electricity load forecasting
• Model selection and estimation of a component in additive regression
• Additive model selection
• Component selection and smoothing in multivariate nonparametric regression
• Variable selection in nonparametric additive models

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• fda (R)

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