Ontology highlight
ABSTRACT:
SUBMITTER: Shujie MA
PROVIDER: S-EPMC4578655 | biostudies-literature | 2015 Oct
REPOSITORIES: biostudies-literature
Shujie M A MA Carroll Raymond J RJ Liang Hua H Xu Shizhong S
Annals of statistics 20151001 5
In the low-dimensional case, the generalized additive coefficient model (GACM) proposed by Xue and Yang [<i>Statist. Sinica</i><b>16</b> (2006) 1423-1446] has been demonstrated to be a powerful tool for studying nonlinear interaction effects of variables. In this paper, we propose estimation and inference procedures for the GACM when the dimension of the variables is high. Specifically, we propose a groupwise penalization based procedure to distinguish significant covariates for the "large <i>p< ...[more]