Efficient functional Lasso kernel smoothing for high-dimensional additive regression

DOI10.1214/24-aos2415MaRDI QIDQ6621545

Eun Ryung Lee, Seyoung Park, Enno Mammen, Byeong U. Park

Publication date: 18 October 2024

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

zbMATH Keywords

penalizationadditive modelskernel smoothingnonparametric regressionsparse estimationsmooth backfittingdebiasingfunctional Lasso

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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