FORWARD ADDITIVE REGRESSION FOR ULTRAHIGH-DIMENSIONAL NONPARAMETRIC ADDITIVE MODELS

Zhong, W; Duan, SP; Zhu, LP

Zhong, W (corresponding author), Xiamen Univ, Wang Yanan Inst Studies Econ, Fujian Key Lab Stat Sci, Dept Stat,Sch Econ, Xiamen 361005, Peoples R China.

STATISTICA SINICA, 2020; 30 (1): 175

Abstract

Ultrahigh-dimensional data are collected in many scientific fields wherew the predictor dimension is often much higher than the sample size. To effect......

Full Text Link