Shrinkage estimation for identification of linear components in additive models

DOI10.1016/J.SPL.2011.10.009MaRDI QIDQ419212zbMATH OpenOpenAlexFDO

Authors Heng Lian

Publication date 18 May 2012

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2011.10.009

zbMATH Keywords

oracle propertygeneralized cross-validationpartially linear additive models

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Linear inference, regression (62J99) Numerical computation using splines (65D07)

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Cites work

• scientific article; zbMATH DE number 5957408 (Why is no real title available?)
• scientific article; zbMATH DE number 45848 (Why is no real title available?)
• scientific article; zbMATH DE number 739533 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• A practical guide to splines.
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• Functional data analysis.
• On a Problem of Adaptive Estimation in Gaussian White Noise
• Regularization and Variable Selection Via the Elastic Net
• Regularized multivariate regression for identifying master predictors with application to integrative genomics study of breast cancer
• SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
• Simultaneous analysis of Lasso and Dantzig selector
• Structured variable selection and estimation
• The Adaptive Lasso and Its Oracle Properties
• The sparsity and bias of the LASSO selection in high-dimensional linear regression
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
• Variable selection in quantile regression

Cited in

(13)

• Estimation strategy of multilevel model for ordinal longitudinal data
• Least product relative error estimation for identification in multiplicative additive models
• A robust penalized estimation for identification in semiparametric additive models
• Identification of partially linear structure in additive models with an application to gene expression prediction from sequences
• Shrinkage estimation of the exponentiated Weibull regression model for time‐to‐event data
• A sure independence screening procedure for ultra-high dimensional partially linear additive models
• Identification of Linear Directions in Multivariate Adaptive Spline Models
• Robust adaptive estimation for semivarying coefficient models
• Penalized and shrinkage estimation in the Cox proportional hazards model
• Shrinkage estimation for identification of linear components in composite quantile additive models
• Rank-based shrinkage estimation for identification in semiparametric additive models
• Identification for semiparametric varying coefficient partially linear models
• The partial linear model in high dimensions

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Uses Software

• fda (R)

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