Variable selection in high-dimensional partly linear additive models

Semiparametric models are particularly useful for high-dimensional regression problems. In this paper, we focus on partly linear additive models with a large number of predictors (can be larger than the sample size) and consider model estimation and variable selection based on polynomial spline expa...

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Bibliographic Details
Main Author: Lian, Heng
Other Authors: School of Physical and Mathematical Sciences
Format: Article
Language:English
Published: 2013
Subjects:
Online Access:https://hdl.handle.net/10356/97695
http://hdl.handle.net/10220/17096
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Institution: Nanyang Technological University
Language: English