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Nonparametric smoothing under shape constraints has recently received much well-deserved attention. Powerful methods have been proposed for imposing a single shape constraint such as monotonicity and concavity on univariate functions. In this paper, we extend the monotone kernel regression...
Persistent link: https://www.econbiz.de/10010568124
When comparing two competing approximate models using a particular loss function, the one having smallest `expected true error' for that loss function is expected to lie closest to the underlying data generating process (DGP) given this loss function and is therefore to be preferred. In this...
Persistent link: https://www.econbiz.de/10011147057
Penalized likelihood method can be used for hazard estimation with lifetime data that are right-censored, left-truncated, and possibly with covariates. This thesis consists of three parts. The first two parts address issues in the penalized likelihood method for single event lifetime data, and...
Persistent link: https://www.econbiz.de/10009430515
This paper concerns semiparametric regression models with additive nonparametric components and high dimensional parametric components under sparsity assumptions. To achieve simultaneous model selection for both nonparametric and parametric parts, we introduce a penalty that combines the...
Persistent link: https://www.econbiz.de/10010871469
Separation of the linear and nonlinear components in additive models based on penalized likelihood has received attention recently. However, it remains unknown whether consistent separation is possible in generalized additive models, and how high dimensionality is allowed. In this article, we...
Persistent link: https://www.econbiz.de/10010906921
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Penalized likelihood method can be used for hazard estimation with lifetime data that are right-censored, left-truncated, and possibly with covariates. In this article, we are concerned with more scalable computation of the method and with the derivation and assessment of certain interval...
Persistent link: https://www.econbiz.de/10005223389
Persistent link: https://www.econbiz.de/10010684019
Persistent link: https://www.econbiz.de/10010684073
This paper considers the development of spatially adaptive smoothing splines for the estimation of a regression function with nonhomogeneous smoothness across the domain. Two challenging issues arising in this context are the evaluation of the equivalent kernel and the determination of a local...
Persistent link: https://www.econbiz.de/10010721766