Exponential-Bound Property of Estimators and Variable Selection in Generalized Additive Models

DOI10.1080/03610920601076875zbMATH Open1315.62035OpenAlexW2037257438MaRDI QIDQ3593533FDOQ3593533

Authors:

Publication date: 23 July 2007

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920601076875

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zbMATH Keywords

bootstrapvariable selectiongeneralized additive modelexponential bound

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

Cites Work

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• The dimensionality reduction principle for generalized additive models
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• Estimation of additive regression models with known links
• Nonparametric Autoregression with Multiplicative Volatility and Additive mean
• On the strong universal consistency of nearest neighbor regression function estimates
• Nonparametric Identification of Nonlinear Time Series: Projections
• An equivalence theorem for \(L_ 1\) convergence of the kernel regression estimate
• Exponential bounds of mean error for the nearest neighbor estimates of regression functions
• Search for significant variables in nonparametric additive regression
• Exponential bounds of mean error for the kernel estimate of regression functions
• Additive nonparametric regression on principal components

Cited In (4)

• Assessing additivity in nonparametric models -- a kernel-based method
• Estimation and variable selection with exponential weights
• Schwarz method for penalized quasi-likelihood in generalized additive models
• Practical variable selection for generalized additive models

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