Simultaneous selection of variables and smoothing parameters in structured additive regression models.
Christiane BelitzStefan LangPublished in: Comput. Stat. Data Anal. (2008)
Keyphrases
- regression model
- target variable
- linear regression model
- explanatory variables
- independent variables
- linear model
- predictor variables
- regression analysis
- regression methods
- model selection
- generalized linear models
- input variables
- generalized linear
- response variable
- support vector regression
- prediction model
- state variables
- variable selection
- extreme values
- multivariate regression
- machine learning
- interval valued data
- regression trees
- gaussian process
- software effort
- parameter estimation
- control system