Variable selection in high-dimensional partly linear additive models

• المؤلف الرئيسي: Lian, Heng
• مؤلفون آخرون: School of Physical and Mathematical Sciences
• التنسيق: مقال
• اللغة: English
• منشور في: 2013
• الموضوعات: DRNTU::Science::Mathematics::Statistics
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/97695; http://hdl.handle.net/10220/17096

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...