Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection

DOI10.1007/s11749-016-0480-8zbMath1422.62155OpenAlexW2342358887WikidataQ61865742 ScholiaQ61865742MaRDI QIDQ2397982

Shuzhuan Zheng, Rong Liu, Lijian Yang, Wolfgang Karl Härdle

Publication date: 14 August 2017

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-016-0480-8

zbMATH Keywords

generalized additive modelBayesian information criterion (BIC)BICextreme valueconfidence corridorsimultaneous confidence corridors (SCCs)spline-backfitted kernel

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric tolerance and confidence regions (62G15) Statistics of extreme values; tail inference (62G32)

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Uses Software

• AdaptFitOS

Cites Work

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