Automatic model selection for partially linear models
From MaRDI portal
Publication:842929
DOI10.1016/j.jmva.2009.06.009zbMath1170.62034WikidataQ37396958 ScholiaQ37396958MaRDI QIDQ842929
Hao Helen Zhang, Xiao Ni, Daowen Zhang
Publication date: 28 September 2009
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc2766091
smoothing splines; semiparametric regression; variable selection; smoothly clipped absolute deviation
62G08: Nonparametric regression and quantile regression
62H12: Estimation in multivariate analysis
62J07: Ridge regression; shrinkage estimators (Lasso)
62G20: Asymptotic properties of nonparametric inference
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Uses Software
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