Nonparametric estimation of the link function including variable selection

DOI10.1007/s11222-011-9246-zzbMath1322.62003OpenAlexW2035148029MaRDI QIDQ746233

Gerhard Tutz, Sebastian Petry

Publication date: 16 October 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://epub.ub.uni-muenchen.de/11717/1/tutz_petry_TR085_2010.pdf

zbMATH Keywords

variable selectionsingle-index modelsP-splineschoice of link functionnonparametric estimation of link function

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Nonparametric estimation (62G05)

Related Items

Kumaraswamy regression model with Aranda-Ordaz link function, Generalized additive models with unknown link function including variable selection, Generalized additive models with flexible response functions

Uses Software

• R
• LASSO
• sandwich
• fda (R)
• quadprog
• mboost
• FITPACK
• lasso2

Cites Work

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