High-dimensional additive modeling

DOI10.1214/09-AOS692zbMath1360.62186arXiv0806.4115MaRDI QIDQ1043712

Peter Bühlmann, Sara van de Geer, Lukas Meier

Publication date: 9 December 2009

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0806.4115

zbMATH Keywords

model selection; nonparametric regression; sparsity; group Lasso; oracle inequality; penalized likelihood

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62J07: Ridge regression; shrinkage estimators (Lasso)

Related Items

hgam, Semi-varying coefficient models with a diverging number of components, Sparsity in multiple kernel learning, Generalization of constraints for high dimensional regression problems, Oracle inequalities and optimal inference under group sparsity, Variable selection in nonparametric additive models

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