Dimension reduction and parameter estimation for additive index models
نویسندگان
چکیده
منابع مشابه
Dimension reduction and parameter estimation for additive index models
In this paper, we consider simultaneous model selection and estimation for the additive index model. The additive index model is a class of structured nonparametric models that can be expressed as additive models of a set of unknown linear transformation of the original predictor variables. We introduce a penalized least squares estimator and discuss how it can be efficiently computed in practi...
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ژورنال
عنوان ژورنال: Statistics and Its Interface
سال: 2010
ISSN: 1938-7989,1938-7997
DOI: 10.4310/sii.2010.v3.n4.a7