Variable Selection via Additive Conditional Independence
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Publication:5378380
DOI10.1111/rssb.12150zbMath1414.62309OpenAlexW2414066840MaRDI QIDQ5378380
Bing Li, Hongyu Zhao, Kuang-Yao Lee
Publication date: 12 June 2019
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/rssb.12150
heterogeneityreproducing kernel Hilbert spacesparsitylassoregression operatorvariable selection consistencyadditive covariance operator
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)
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