Focused information criterion and model averaging for generalized additive partial linear models

DOI10.1214/10-AOS832zbMath1209.62088arXiv1103.1480OpenAlexW3100088624MaRDI QIDQ2429927

Xinyu Zhang, Hua Liang

Publication date: 5 April 2011

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1103.1480

zbMATH Keywords

model selectionadditive modelsshrinkage methodspolynomial splinebackfittingmarginal integrationgeneralized partially linear modelsmodel averagefocus parameter

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Generalized linear models (logistic models) (62J12) Nonparametric inference (62G99)

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