Nonparametric estimation of the link function including variable selection.

Gerhard Tutz Sebastian Petry

Published in: Stat. Comput. (2012)

Keyphrases

variable selection
nonparametric estimation
cross validation
input variables
high dimensional
linear models
dimension reduction
feature selection
model selection
group lasso
machine learning
number of input variables
clustering algorithm
pattern recognition
data analysis
probabilistic model