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Functional data are infinite-dimensional statistical objects which pose significant challenges to both theorists and practitioners. Both parametric and nonparametric regressions have received attention in the functional data analysis literature. However, the former imposes stringent constraints...
Persistent link: https://www.econbiz.de/10010737766
Variable selection and estimation in proportional hazards models with additive relative risk is considered. Both objectives are achieved using a penalized partial likelihood with a group nonconcave penalty. Oracle properties of the estimator are demonstrated, when the dimensionality is allowed...
Persistent link: https://www.econbiz.de/10010662554
Separation of the linear and nonlinear components in additive models based on penalized likelihood has received attention recently. However, it remains unknown whether consistent separation is possible in generalized additive models, and how high dimensionality is allowed. In this article, we...
Persistent link: https://www.econbiz.de/10010906921