Shrinkage estimation for identification of linear components in additive models

Heng Lian

doi:10.1016/j.spl.2011.10.009

Author(s)

Heng Lian

Detail(s)

Original language	English
Pages (from-to)	225-231
Journal / Publication	Statistics and Probability Letters
Volume	82
Issue number	2
Publication status	Published - Feb 2012
Externally published	Yes

Link(s)

DOI	DOI https://doi.org/10.1016/j.spl.2011.10.009 Final Published version
	Check@CityULib
Link to Scopus	https://www.scopus.com/record/display.uri?eid=2-s2.0-80755152788&origin=recordpage
Permanent Link	https://scholars.cityu.edu.hk/en/publications/publication(28264468-ec9d-47b6-9d22-afdcdf030786).html

Abstract

In this short paper, we demonstrate that the popular penalized estimation method typically used for variable selection in parametric or semiparametric models can actually provide a way to identify linear components in additive models. Unlike most studies in the literature, we are NOT performing variable selection. Due to the difficulty in a priori deciding which predictors should enter the partially linear additive model as the linear components, such a method will prove useful in practice. © 2011 Elsevier B.V.

Research Area(s)

Generalized cross-validation, Oracle property, Partially linear additive models

Citation Format(s)

[ RIS ] [ BibTeX ]

Shrinkage estimation for identification of linear components in additive models. / Lian, Heng.
In: Statistics and Probability Letters, Vol. 82, No. 2, 02.2012, p. 225-231.

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

Lian, H 2012, 'Shrinkage estimation for identification of linear components in additive models', Statistics and Probability Letters, vol. 82, no. 2, pp. 225-231. https://doi.org/10.1016/j.spl.2011.10.009

Lian, H. (2012). Shrinkage estimation for identification of linear components in additive models. Statistics and Probability Letters, 82(2), 225-231. https://doi.org/10.1016/j.spl.2011.10.009

Lian H. Shrinkage estimation for identification of linear components in additive models. Statistics and Probability Letters. 2012 Feb;82(2):225-231. doi: 10.1016/j.spl.2011.10.009

Lian, Heng. / Shrinkage estimation for identification of linear components in additive models. In: Statistics and Probability Letters. 2012 ; Vol. 82, No. 2. pp. 225-231.