Confidence Intervals for Sparse Penalized Regression With Random Designs
نویسندگان
چکیده
منابع مشابه
On confidence intervals for GAMs based on penalized regression splines
Generalized additive models represented using penalized regression splines, estimated by penalized likelihood maximisation and with smoothness selected by generalized cross validation or similar criteria, provide a computationally efficient general framework for practical smooth modelling. Various authors have proposed approximate Bayesian interval estimates for such models, based on extensions...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 2019
ISSN: 0162-1459,1537-274X
DOI: 10.1080/01621459.2019.1585251