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Automatic Model Selection for Partially Linear Models

We propose and study a unified procedure for variable selection in partially linear models. A new type of double-penalized least squares is formulated, using the smoothing spline to estimate the nonparametric part and applying a shrinkage penalty on parametric components to achieve model parsimony....

詳細記述

保存先:
書誌詳細
主要な著者: Ni, Xiao, Zhang, Hao Helen, Zhang, Daowen
フォーマット: Artigo
言語:Inglês
出版事項: 2009
主題:
オンライン・アクセス:https://ncbi.nlm.nih.gov/pmc/articles/PMC2766091/
https://ncbi.nlm.nih.gov/pubmed/20160947
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.jmva.2009.06.009
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