Penalized partially linear models using orthonormal wavelet bases with an application to fMRI time series
Penalized partially linear models using orthonormal wavelet bases with an application to fMRI time series
In this paper, we consider modeling the nonparametric component in partially linear models (PLM) using orthogonal wavelet expansions. We introduce a regularized estimator of the nonparametric part in the wavelet domain. The key innovation here is that the nonparametric part can be efficiently estimated by choosing an appropriate penalty function …