Penalized estimation in additive varying coefficient models using grouped regularization

DOI10.1007/s00362-013-0522-1zbMath1334.62126MaRDI QIDQ744806

Irène Gijbels, Anestis Antoniadis, Sophie Lambert-Lacroix

Publication date: 26 September 2014

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-013-0522-1

zbMATH Keywords

varying coefficient models; grouped Lasso regularization; multiple linear regression models; variables selection

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

Related Items

Component selection in additive quantile regression models, Selection of tuning parameters in bridge regression models via Bayesian information criterion, Convergence and sparsity of Lasso and group Lasso in high-dimensional generalized linear models

Uses Software

• fda (R)

Cites Work

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