Automatic structure recovery for generalized additive models

DOI10.1002/CJS.11739MaRDI QIDQ6180914zbMATH OpenOpenAlexFDO

Authors Kai Shen, Yichao Wu

Publication date 22 January 2024

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1002/cjs.11739

zbMATH Keywords

backfittingbandwidth estimationlocal polynomial smoothingprofilingvariable selection

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08)

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Cites work

• Automatic structure recovery for additive models
• Component selection and smoothing in multivariate nonparametric regression
• Degrees-of-freedom tests for smoothing splines
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• Linear smoothers and additive models
• Parametrically guided generalised additive models with application to mergers and acquisitions data
• Parsimonious additive models
• Practical variable selection for generalized additive models
• Profile likelihood and conditionally parametric models
• The Adaptive Lasso and Its Oracle Properties
• Variable selection in nonparametric classification via measurement error model selection likelihoods
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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