Variable selection in nonparametric additive models
نویسندگان
چکیده
منابع مشابه
Variable Selection in Nonparametric Additive Models.
We consider a nonparametric additive model of a conditional mean function in which the number of variables and additive components may be larger than the sample size but the number of nonzero additive components is "small" relative to the sample size. The statistical problem is to determine which additive components are nonzero. The additive components are approximated by truncated series expan...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2010
ISSN: 0090-5364
DOI: 10.1214/09-aos781