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Variable selection for semiparametric regression models with iterated penalization

Semiparametric regression models with multiple covariates are commonly encountered. When there are covariates not associated with response variable, variable selection may lead to sparser models, more lucid interpretations and more accurate estimation. In this study, we adopt a sieve approach for th...

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Bibliografski detalji
Glavni autori: Dai, Ying, Ma, Shuangge
Format: Artigo
Jezik:Inglês
Izdano: 2012
Teme:
Online pristup:https://ncbi.nlm.nih.gov/pmc/articles/PMC3367330/
https://ncbi.nlm.nih.gov/pubmed/22685376
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/10485252.2012.661054
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