Semiparametric Bayesian information criterion for model selection in ultra-high dimensional additive models

DOI10.1016/j.jmva.2013.09.015zbMath1278.62054arXiv1107.4861OpenAlexW2074929850MaRDI QIDQ391941

Heng Lian

Publication date: 13 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1107.4861

zbMATH Keywords

BICsparsityselection consistency

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15)

Related Items

Variable selection for additive model via cumulative ratios of empirical strengths total

Cites Work

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