Component Selection in the Additive Regression Model

DOI10.1111/j.1467-9469.2012.00823.xzbMath1364.62091arXiv1101.0047OpenAlexW1938876420MaRDI QIDQ2852624

Li Xing Zhu, Xia Cui, Heng Peng, Song-qiao Wen

Publication date: 9 October 2013

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1101.0047

zbMATH Keywords

penalized splinesLassoadditive modelgroup variable selectiongeneralized cross-validationnonparametric component

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items

Robust and efficient direction identification for groupwise additive multiple-index models and its applications, A group bridge approach for component selection in nonparametric accelerated failure time additive regression model, Testing symmetry of model errors for nonparametric regression models by using correlation coefficient¹, Detection the symmetry or asymmetry of model errors in partial linear models, Nonparametric variable selection and its application to additive models, Additive model selection, Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters, Feature screening in ultrahigh-dimensional additive Cox model, Sure independence screening in ultrahigh dimensional generalized additive models

Uses Software

• Excel
• hgam

Cites Work

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