Model Selection for High Dimensional Nonparametric Additive Models via Ridge Estimation
Model Selection for High Dimensional Nonparametric Additive Models via Ridge Estimation
In ultrahigh dimensional data analysis, to keep computational performance well and good statistical properties still working, nonparametric additive models face increasing challenges. To overcome them, we introduce a methodology of model selection for high dimensional nonparametric additive models. Our approach is to propose a novel group screening procedure via nonparametric …