Variable selection in semiparametric regression modeling
نویسندگان
چکیده
منابع مشابه
Variable Selection in Semiparametric Regression Modeling By
In this paper, we are concerned with how to select significant variables in semiparametric modeling. Variable selection for semiparametric regression models consists of two components: model selection for nonparametric components and selection of significant variables for the parametric portion. Thus, semiparametric variable selection is much more challenging than parametric variable selection ...
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In this paper, we are concerned with how to select significant variables in semiparametric modeling. Variable selection for semiparametric regression models consists of two components: model selection for nonparametric components and select significant variables for parametric portion. Thus, it is much more challenging than that for parametric models such as linear models and generalized linear...
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This chapter reviews the literature on variable selection in nonparametric and semiparametric regression models via shrinkage. We highlight recent developments on simultaneous variable selection and estimation through the methods of least absolute shrinkage and selection operator (Lasso), smoothly clipped absolute deviation (SCAD) or their variants, but restrict our attention to nonparametric a...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2008
ISSN: 0090-5364
DOI: 10.1214/009053607000000604