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: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
2013
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| Subjects: | |
| Online Access: | https://hdl.handle.net/10356/98192 http://hdl.handle.net/10220/17090 |
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| Institution: | Nanyang Technological University |
| Language: | English |