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  • Variable selection in semi-parametric models

    Creator:
    Jiang, Shuping
    Abstract:
    We consider two semiparametric regression models for data analysis, the stochastic additive model (SAM) for nonlinear time series data and the additive coefficient model (ACM) for randomly sampled data with nonparametric structure. We employ the SCAD-penalized polynomial spline estimation method for estimation and simultaneous variable selection in both models. It...
    Resource Type:
    Dissertation