Shrinkage estimation for identification of linear components in additive models

• المؤلف الرئيسي: Lian, Heng
• مؤلفون آخرون: School of Physical and Mathematical Sciences
• التنسيق: مقال
• اللغة: English
• منشور في: 2013
• الموضوعات: DRNTU::Science::Mathematics
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/96354; http://hdl.handle.net/10220/11922
• المؤسسة: Nanyang Technological University

In this short paper, we demonstrate that the popular penalized estimation method typically used for variable selection in parametric or semiparametric models can actually provide a way to identify linear components in additive models. Unlike most studies in the literature, we are NOT performing vari...