Pseudo estimation and variable selection in regression
نویسندگان
چکیده
منابع مشابه
Estimation and Variable Selection in Additive Nonparametric Regression Models 1
Additive regression models have been shown to be useful in many situations. Numerical estimation of these models is usually done using the back-tting technique. This iterative numerical procedure converges very fast but has the disadvantage of a complicated`hat matrix.' This paper proposes an estimator with an explicit`hat matrix' which does not use backktting. The asymptotic normality of the e...
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ژورنال
عنوان ژورنال: Journal of Statistical Planning and Inference
سال: 2020
ISSN: 0378-3758
DOI: 10.1016/j.jspi.2020.01.006