SCAD-penalised generalised additive models with non-polynomial dimensionality

SCAD-penalised generalised additive models with non-polynomial dimensionality

In this article, we study the (group) smoothly clipped absolute deviation (SCAD) estimator in the estimation of generalised additive models. The SCAD penalty, proposed by Fan and Li [(2001) ‘Variable Selection via Nonconcave Penalised Likelihood and Its Oracle Properties’, Journal of the American...

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Bibliographic Details
Main Authors: Li, Gaorong, Xue, Liugen, Lian, Heng
Other Authors: School of Physical and Mathematical Sciences
Format: Article
Language:English
Published: 2013
Subjects:
DRNTU::Science::Mathematics::Statistics
Online Access:https://hdl.handle.net/10356/98192
http://hdl.handle.net/10220/17090
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Institution: Nanyang Technological University
Language: English

Internet

https://hdl.handle.net/10356/98192
http://hdl.handle.net/10220/17090

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