Variable selection using P-splines
From MaRDI portal
Publication:6604438
DOI10.1002/WICS.1327zbMATH Open1545.62046MaRDI QIDQ6604438FDOQ6604438
Authors: Irène Gijbels, Anneleen Verhasselt, Inge Vrinssen
Publication date: 12 September 2024
Published in: Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)
variable selectionP-splinesridge regressionlinear regressionvarying coefficient modelsadditive regressionregularization techniquesrobust variable selection
Cites Work
- Generalized structured additive regression based on Bayesian P-splines
- Semiparametric Regression
- Generalized additive models. An introduction with R.
- The Adaptive Lasso and Its Oracle Properties
- Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
- Title not available (Why is that?)
- Title not available (Why is that?)
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Title not available (Why is that?)
- One-step sparse estimates in nonconcave penalized likelihood models
- Variable selection for functional regression models via the \(L_1\) regularization
- Penalized Spline Estimation for Varying-Coefficient Models
- Regression Shrinkage and Selection via The Lasso: A Retrospective
- Regularization and Variable Selection Via the Elastic Net
- Model Selection and Estimation in Regression with Grouped Variables
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- A practical guide to splines.
- Asymptotics for Lasso-type estimators.
- A significance test for the lasso
- Piecewise linear regularized solution paths
- Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
- The Group Lasso for Logistic Regression
- Title not available (Why is that?)
- Regularization for Cox's proportional hazards model with NP-dimensionality
- Practical variable selection for generalized additive models
- A selective review of group selection in high-dimensional models
- Direct generalized additive modeling with penalized likelihood.
- Better Subset Regression Using the Nonnegative Garrote
- A group bridge approach for variable selection
- Regularization of Wavelet Approximations
- A Statistical View of Some Chemometrics Regression Tools
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
- Variable selection in nonparametric additive models
- On the adaptive elastic net with a diverging number of parameters
- Model Selection and Model Averaging
- Penalized likelihood regression for generalized linear models with non-quadratic penalties
- On the distribution of the adaptive LASSO estimator
- Robust variable selection through MAVE
- Variable selection in robust regression models for longitudinal data
- Variable selection in high-dimensional varying-coefficient models with global optimality
- Penalized estimation in additive varying coefficient models using grouped regularization
- Robust Variable Selection With Exponential Squared Loss
- Generalized varying coefficient models: A smooth variable selection technique
- Elastic net for Cox’s proportional hazards model with a solution path algorithm
- Catching up Faster by Switching Sooner: A Predictive Approach to Adaptive Estimation with an Application to the AIC–BIC Dilemma
- Variable selection and estimation in generalized linear models with the seamless \(L_0\) penalty
- Comments on: ``Wavelets in statistics: a review by A. Antoniadis
- The Elements of Statistical Learning
- The structured elastic net for quantile regression and support vector classification
- Group variable selection via SCAD-L2
- On grouping effect of elastic net
- `All models are wrong...': an introduction to model uncertainty
This page was built for publication: Variable selection using P-splines
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6604438)