Variable selection in partially linear wavelet models
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Publication:5193313
DOI10.1177/1471082X1001100502zbMath1420.62306OpenAlexW2131552088MaRDI QIDQ5193313
Maarten Jansen, Huijuan Ding, Gerda Claeskens
Publication date: 10 September 2019
Published in: Statistical Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1177/1471082x1001100502
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)
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