Ultrahigh‐dimensional generalized additive model: Unified theory and methods

DOI10.1111/SJOS.12548zbMath1496.62128arXiv2008.06773OpenAlexW3049489259MaRDI QIDQ5043786

Tapabrata Maiti, Kaixu Yang

Publication date: 6 October 2022

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2008.06773

zbMATH Keywords

generalized additive modelselection consistencyadaptive group Lassohigh-dimensional variable selectiontuning parameter selection

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Generalized linear models (logistic models) (62J12)

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