Du, Pang; Cheng, Guang; Liang, Hua - In: Computational Statistics & Data Analysis 56 (2012) 6, pp. 2006-2017
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...
