Variable Selection in Nonparametric and Semiparametric Regression Models

• المؤلفون الرئيسيون: SU, Liangjun, ZHANG, Yonghui
• التنسيق: text
• اللغة: English
• منشور في: Institutional Knowledge at Singapore Management University 2013
• الموضوعات: Cross validation; High dimensionality; Lasso; Nonparametric regression; Oracle property; Penalized least squares; Penalized likelihood; SCAD; Semiparametric regression; Sparsity; Variable selection; Econometrics; Statistics and Probability
• الوصول للمادة أونلاين: 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

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...