Generalized additive partial linear models with high-dimensional covariates

This paper studies generalized additive partial linear models with high-dimensional covariates. We are interested in which components (including parametric and nonparametric components) are nonzero. The additive nonparametric functions are approximated by polynomial splines. We propose a doubly pena...

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Bibliographic Details
Main Authors: Lian, Heng, Liang, Hua
Other Authors: School of Physical and Mathematical Sciences
Format: Article
Language:English
Published: 2014
Subjects:
Online Access:https://hdl.handle.net/10356/101379
http://hdl.handle.net/10220/18668
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Institution: Nanyang Technological University
Language: English