Shrinkage estimation for identification of linear components in additive models

In this short paper, we demonstrate that the popular penalized estimation method typically used for variable selection in parametric or semiparametric models can actually provide a way to identify linear components in additive models. Unlike most studies in the literature, we are NOT performing vari...

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書目詳細資料
主要作者: Lian, Heng
其他作者: School of Physical and Mathematical Sciences
格式: Article
語言:English
出版: 2013
主題:
在線閱讀:https://hdl.handle.net/10356/96354
http://hdl.handle.net/10220/11922
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機構: Nanyang Technological University
語言: English