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...

Generalized varying coefficient partially linear models are a flexible class of semiparametric models that deal with data with different types of responses. In this paper, we focus on polynomial spline estimator as a computationally easier alternative to the more commonly used local polynomial...