Statistical inference in sparse high-dimensional additive models

DOI10.1214/20-AOS2011zbMath1473.62135arXiv1603.07632OpenAlexW3192754207MaRDI QIDQ820814

Enno Mammen, Martin Wahl, Karl B. Gregory

Publication date: 28 September 2021

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

Full work available at URL: https://arxiv.org/abs/1603.07632

zbMATH Keywords

additive modelsbias correctionLassononparametric curve estimationnear-orthogonality

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20)

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