Marra, Giampiero; Wood, Simon N. - In: Computational Statistics & Data Analysis 55 (2011) 7, pp. 2372-2387
The problem of variable selection within the class of generalized additive models, when there are many covariates to choose from but the number of predictors is still somewhat smaller than the number of observations, is considered. Two very simple but effective shrinkage methods and an extension...