RT info:eu-repo/semantics/article
T1 Degrees of freedom and model selection in semiparametric additive monotone regression
A1 Rueda Sabater, María Cristina
AB The degrees of freedom of semiparametric additive monotone models are derived using results about projections onto sums of order cones. Two important related questions are also studied, namely, the de nition of estimators for the parameter of the error term and the formulation of speci c Akaike Information Criteria statistics. Several alternatives are proposed to solve both problems and simulation experiments are conducted to compare the behaviorof the di erent candidates. A new selection criterion is proposed that combines the ability to guess the model but also the e ciency to estimate the variance parameter. Finally, the criterion is used to select the model in a regression problem from a well known data set.
YR 2013
FD 2013
LK http://uvadoc.uva.es/handle/10324/22920
UL http://uvadoc.uva.es/handle/10324/22920
LA eng
NO Journal of Multivariate Analysis.  Vol 117, pp: 88-99
DS UVaDOC
RD 23-nov-2024