Estimation and variable selection for generalized additive partial linear models

DOI10.1214/11-AOS885zbMath1227.62053arXiv1112.2502OpenAlexW3099400958WikidataQ36461962 ScholiaQ36461962MaRDI QIDQ651013

Xiang Liu, Li Wang, Hua Liang, Raymond J. Carroll

Publication date: 8 December 2011

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.2502

zbMATH Keywords

quasi-likelihood LASSO shrinkage methods generalized additive models SCAD polynomial spline nonconcave penalized likelihood backfitting generalized partially linear models penalty-based variable selection

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Numerical smoothing, curve fitting (65D10) Asymptotic properties of nonparametric inference (62G20) Generalized linear models (logistic models) (62J12) Monte Carlo methods (65C05)

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SemiPar

Cites Work