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|Title:||Shrinkage estimation for identification of linear components in additive models||Authors:||Lian, Heng||Keywords:||DRNTU::Science::Mathematics||Issue Date:||2011||Source:||Lian, H. (2012). Shrinkage estimation for identification of linear components in additive models. Statistics & Probability Letters, 82(2), 225-231.||Series/Report no.:||Statistics & probability letters||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.||URI:||https://hdl.handle.net/10356/96354
|ISSN:||0167-7152||DOI:||http://dx.doi.org/10.1016/j.spl.2011.10.009||Rights:||© 2011 Elsevier B.V.||Fulltext Permission:||none||Fulltext Availability:||No Fulltext|
|Appears in Collections:||SPMS Journal Articles|
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