Estimation and variable selection for generalized additive partial linear models

Annals of Statistics

Volumn 39, Issue 4, 2011, Pages 1827-1851

  Wang, Li ^a   Liu, Xiang ^b   Liang, Hua ^b   Carroll, Raymond J ^c  

^a UNIVERSITY OF GEORGIA   (United States)

^b TEXAS A AND M UNIVERSITY   (United States)

^c UNIVERSITY OF ROCHESTER   (United States)

Author keywords

Backfitting; Generalized additive models; Generalized partially linear models; LASSO; Nonconcave penalized likelihood; Penalty based variable selection; Polynomial spline; Quasi likelihood; SCAD; Shrinkage methods.

Indexed keywords

EID: 80052842538     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/11-AOS885     Document Type: Article

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