Cheng, Guang; Zhang, Hao; Shang, Zuofeng - In: Annals of the Institute of Statistical Mathematics 67 (2015) 1, pp. 93-127
We consider model selection and estimation for partial spline models and propose a new regularization method in the context of smoothing splines. The regularization method has a simple yet elegant form, consisting of roughness penalty on the nonparametric component and shrinkage penalty on the...