Shrinkage estimation for identification of linear components in additive models

DOI10.1016/j.spl.2011.10.009zbMath1237.62048OpenAlexW2082985373MaRDI QIDQ419212

Heng Lian

Publication date: 18 May 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.10.009

zbMATH Keywords

oracle propertygeneralized cross-validationpartially linear additive models

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Numerical computation using splines (65D07) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Linear inference, regression (62J99)

Related Items (11)

A sure independence screening procedure for ultra-high dimensional partially linear additive models ⋮ A robust penalized estimation for identification in semiparametric additive models ⋮ Shrinkage estimation for identification of linear components in composite quantile additive models ⋮ Identification for semiparametric varying coefficient partially linear models ⋮ Shrinkage estimation of the exponentiated Weibull regression model for time‐to‐event data ⋮ Penalized and Shrinkage Estimation in the Cox Proportional Hazards Model ⋮ Rank-based shrinkage estimation for identification in semiparametric additive models ⋮ Estimation strategy of multilevel model for ordinal longitudinal data ⋮ Least product relative error estimation for identification in multiplicative additive models ⋮ The Partial Linear Model in High Dimensions ⋮ Robust adaptive estimation for semivarying coefficient models

Uses Software

• fda (R)

Cites Work

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