Penalized estimation in additive varying coefficient models using grouped regularization
نویسندگان
چکیده
منابع مشابه
Penalized estimation in additive varying coefficient models using grouped regularization
Additive varying coefficient models are a natural extension of multiple linear regression models, allowing the regression coefficients to be functions of other variables. Therefore these models are more flexible to model more complex dependencies in data structures. In this paper we consider the problem of selecting in an automatic way the significant variables among a large set of variables, w...
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ژورنال
عنوان ژورنال: Statistical Papers
سال: 2013
ISSN: 0932-5026,1613-9798
DOI: 10.1007/s00362-013-0522-1