Nonparametric variable screening for multivariate additive models

DOI10.1016/j.jmva.2022.105069OpenAlexW2912714401MaRDI QIDQ2079611

Jian Zhang, Hui Ding, Ri-quan Zhang

Publication date: 30 September 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2022.105069

zbMATH Keywords

beamforminghigh-dimensional multivariate datamultivariate additive modelsnonparametric variable screening

Mathematics Subject Classification ID

Functional data analysis (62R10) Linear regression; mixed models (62J05)

Uses Software

• GAMLSS
• VGAMdata

Cites Work

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• Inference in Generalized Additive Mixed Models by Using Smoothing Splines
• Sparse Additive Models
• Source localization with MEG data: A beamforming approach based on covariance thresholding
• Variable Selection and Model Building via Likelihood Basis Pursuit
• Generalized Additive Models for Location, Scale and Shape

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