Nonparametric estimation of the link function including variable selection

DOI10.1007/S11222-011-9246-ZMaRDI QIDQ746233zbMATHOpenAlexFDO

Authors Gerhard Tutz, Sebastian Petry

Publication date 16 October 2015

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://epub.ub.uni-muenchen.de/11717/1/tutz_petry_TR085_2010.pdf

zbMATH Keywords

variable selectionP-splinessingle-index modelschoice of link functionnonparametric estimation of link function

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Software, source code, etc. for problems pertaining to statistics (62-04)

Recommendations

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Cites work

• scientific article; zbMATH DE number 412098 (Why is no real title available?)
• scientific article; zbMATH DE number 2148835 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• A generalized Dantzig selector with shrinkage tuning
• Adapting for the missing link
• An Efficient Semiparametric Estimator for Binary Response Models
• Boosting With theL₂Loss
• Boosting algorithms: regularization, prediction and model fitting
• Comment: Boosting algorithms: regularization, prediction and model fitting
• Consistent Estimation of Scaled Coefficients
• Direct estimation of the index coefficient in a single-index model
• Fitting generalized linear models with unspecified link function: a P-spline approach
• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
• Generalized Additive Modeling with Implicit Variable Selection by Likelihood‐Based Boosting
• Generalized Partially Linear Single-Index Models
• Implementing a class of structural change tests: an econometric computing approach
• Least angle regression. (With discussion)
• Model-based boosting 2.0
• Optimal rates and adaptation in the single-index model using aggregation
• Optimal smoothing in single-index models
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Semiparametric Estimation of Index Coefficients
• Single-index model selections
• The effect of link misspecification on binary regression inference
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(7)

• Kumaraswamy regression model with Aranda-Ordaz link function
• Semiparametric estimation of a class of generalized linear models without smoothing
• A new algorithm to estimate monotone nonparametric link functions and a comparison with parametric approach
• Generalized additive models with flexible response functions
• Adapting for the missing link
• Selection consistency of EBIC for GLIM with non-canonical links and diverging number of parameters
• Generalized additive models with unknown link function including variable selection

Describes a project that uses

Uses Software

• R
• LASSO
• sandwich
• fda (R)
• quadprog
• mboost
• FITPACK
• lasso2

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