Simultaneous selection of knots and variables in additive models
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Cites work
- A statistical perspective on ill-posed inverse problems (with discussion)
- Additive regression and other nonparametric models
- Asymptotics for Lasso-type estimators.
- CALCULATION OF THE SMOOTHING SPLINE WITH WEIGHTED ROUGHNESS MEASURE
- Component selection and smoothing in multivariate nonparametric regression
- Component selection in the additive regression model
- Consistent variable selection in additive models
- Estimating Optimal Transformations for Multiple Regression and Correlation
- Exact Penalty Method for Knot Selection of B-Spline Regression
- Fast Computation of Fully Automated Log-Density and Log-Hazard Estimators
- Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
- Forecasting Using Principal Components From a Large Number of Predictors
- Functional data analysis.
- Group variable selection methods and their applications in analysis of genomic data
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Ideal spatial adaptation by wavelet shrinkage
- Knot selection for least-squares and penalized splines
- Model Selection and Estimation in Regression with Grouped Variables
- Multivariate adaptive regression splines
- Nearly unbiased variable selection under minimax concave penalty
- On the asymptotics of constrained \(M\)-estimation
- Pathwise coordinate optimization
- Penalized methods for bi-level variable selection
- Regression modeling strategies. With applications to linear models, logistic regression, and survival analysis
- Regularization and Variable Selection Via the Elastic Net
- Selection of components and degrees of smoothing via Lasso in high dimensional nonparametric additive models
- Sparse additive models
- Spline regression with automatic knot selection
- The Adaptive Lasso and Its Oracle Properties
- The group exponential Lasso for bi-level variable selection
- Variable selection in nonparametric additive models
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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