Variable selection in nonparametric additive models

DOI10.1214/09-AOS781zbMath1202.62051arXiv1010.4115OpenAlexW2020082788WikidataQ41378925 ScholiaQ41378925MaRDI QIDQ988006

Joel L. Horowitz, Jian Huang, Fengrong Wei

Publication date: 24 August 2010

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

Full work available at URL: https://arxiv.org/abs/1010.4115

zbMATH Keywords

nonparametric regressionhigh-dimensional dataselection consistencyadaptive group Lassocomponent selection

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Numerical computation using splines (65D07) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05)

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Uses Software

• hgam

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