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
其他作者: School of Physical and Mathematical Sciences
格式: Article
語言:English
出版: 2013
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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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