Variable Selection in Nonparametric and Semiparametric Regression Models
This chapter reviews the literature on variable selection in nonparametric and semiparametric regression models via shrinkage. We highlight recent developments on simultaneous variable selection and estimation through the methods of least absolute shrinkage and selection operator (Lasso), smoothly c...
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Main Authors: | , |
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Format: | text |
Language: | English |
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Institutional Knowledge at Singapore Management University
2013
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Online Access: | https://ink.library.smu.edu.sg/soe_research/1497 https://ink.library.smu.edu.sg/context/soe_research/article/2496/viewcontent/variable_20selection_20in_20np_20and_20sp20120918.pdf |
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Institution: | Singapore Management University |
Language: | English |