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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Main Authors: | Li, Gaorong, Xue, Liugen, Lian, Heng |
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其他作者: | School of Physical and Mathematical Sciences |
格式: | Article |
語言: | English |
出版: |
2013
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主題: | |
在線閱讀: | https://hdl.handle.net/10356/98192 http://hdl.handle.net/10220/17090 |
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機構: | Nanyang Technological University |
語言: | English |
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