Generalized additive partial linear models with high-dimensional covariates
This paper studies generalized additive partial linear models with high-dimensional covariates. We are interested in which components (including parametric and nonparametric components) are nonzero. The additive nonparametric functions are approximated by polynomial splines. We propose a doubly pena...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Journal Article |
| Language: | English |
| Published: |
2014
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| Subjects: | |
| Online Access: | https://hdl.handle.net/10356/101379 http://hdl.handle.net/10220/18668 |