Estimation and inference in generalized additive coefficient models for nonlinear interactions with high-dimensional covariates

DOI10.1214/15-AOS1344zbMath1323.62033arXiv1510.04027WikidataQ40493241 ScholiaQ40493241MaRDI QIDQ888506

Shizhong Xu, Hua Liang, Shujie Ma, Raymond J. Carroll

Publication date: 30 October 2015

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

Full work available at URL: https://arxiv.org/abs/1510.04027

zbMATH Keywords

polynomial splinescurse of dimensionalityoracle propertyadaptive group Lassopenalized likelihoodtwo-step estimationgene-environment interactiongeneralized additive partially linear modelsbootstrap smoothinginference for high-dimensional dataundersmoothing

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Generalized linear models (logistic models) (62J12) General nonlinear regression (62J02) Genetics and epigenetics (92D10)

Related Items

Empirical likelihood inference for generalized additive partially linear models, Statistical inference for generalized additive partially linear models, Estimation and inference in generalized additive coefficient models for nonlinear interactions with high-dimensional covariates, Estimation and Inference for Dynamic Single-Index Varying-Coefficient Models, Orthogonalized Kernel Debiased Machine Learning for Multimodal Data Analysis, Shrinkage estimation of the varying-coefficient model with continuous and categorical covariates, Dimensionality Reduction and Variable Selection in Multivariate Varying-Coefficient Models With a Large Number of Covariates

Uses Software

• hgam

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Flexible generalized varying coefficient regression models
• The Adaptive Lasso and Its Oracle Properties
• Variable selection for general index models via sliced inverse regression
• Spline-backfitted kernel smoothing of partially linear additive model
• Optimal estimation in additive regression models
• Estimation and inference in generalized additive coefficient models for nonlinear interactions with high-dimensional covariates
• Profile-kernel likelihood inference with diverging number of parameters
• Variable selection in nonparametric additive models
• High-dimensional additive modeling
• On confidence bands in nonparametric density estimation and regression
• Bootstrap confidence bands for regression curves and their derivatives
• Local asymptotics for polynomial spline regression
• Local asymptotics for regression splines and confidence regions
• Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates
• Bootstrap simultaneous error bars for nonparametric regression
• Nonparametric estimation of an additive model with a link function
• Smoothing \(\ell_1\)-penalized estimators for high-dimensional time-course data
• A jump-detecting procedure based on spline estimation
• Polynomial Spline Estimation for a Generalized Additive Coefficient Model
• Extended Bayesian information criteria for model selection with large model spaces
• A simultaneous confidence band for sparse longitudinal regression
• Generalized Partially Linear Single-Index Models
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Estimation and Accuracy After Model Selection
• SPLINE-BACKFITTED KERNEL SMOOTHING OF ADDITIVE COEFFICIENT MODEL
• Oracally Efficient Two-Step Estimation of Generalized Additive Model
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• A practical guide to splines.