Multifold Cross-Validation Model Averaging for Generalized Additive Partial Linear Models

DOI10.1080/10618600.2023.2174127arXiv2212.02381OpenAlexW4319788107MaRDI QIDQ6141208

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Publication date: 22 January 2024

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2212.02381

zbMATH Keywords

asymptotic optimalityvariable importancegeneralized additive partial linear modelsmultifold cross-validation criterionover-consistency of weights

Mathematics Subject Classification ID

Statistics (62-XX)

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