Shrinkage estimation for identification of linear components in additive models

• Main Author: Lian, Heng
• Other Authors: School of Physical and Mathematical Sciences
• Format: Article
• Language: English
• Published: 2013
• Subjects: DRNTU::Science::Mathematics
• Online Access: https://hdl.handle.net/10356/96354; http://hdl.handle.net/10220/11922
• Institution: Nanyang Technological University

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...