Generalized additive partial linear models with high-dimensional covariates

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

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...