Generalized additive partial linear models with high-dimensional covariates

• Main Authors: Lian, Heng, Liang, Hua
• 其他作者: School of Physical and Mathematical Sciences
• 格式: Article
• 語言: English
• 出版: 2014
• 主題: DRNTU::Science::Mathematics
• 在線閱讀: https://hdl.handle.net/10356/101379; http://hdl.handle.net/10220/18668

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...