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Automatic structure recovery for additive models
We propose an automatic structure recovery method for additive models, based on a backfitting algorithm coupled with local polynomial smoothing, in conjunction with a new kernel-based variable selection strategy. Our method produces estimates of the set of noise predictors, the sets of predictors th...
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| Publicado no: | Biometrika |
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| Main Authors: | , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2015
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4487890/ https://ncbi.nlm.nih.gov/pubmed/26146407 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1093/biomet/asu070 |
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