Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection

DOI10.1007/s11749-016-0480-8zbMath1422.62155WikidataQ61865742 ScholiaQ61865742MaRDI QIDQ2397982

Lijian Yang, Wolfgang Karl Härdle, Rong Liu, Shuzhuan Zheng

Publication date: 14 August 2017

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-016-0480-8

zbMATH Keywords

generalized additive model; Bayesian information criterion (BIC); BIC; extreme value; confidence corridor; simultaneous confidence corridors (SCCs); spline-backfitted kernel

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G15: Nonparametric tolerance and confidence regions

62G32: Statistics of extreme values; tail inference

Uses Software

• AdaptFitOS