Two-step variable selection in partially linear additive models with time series data

Mathematics

• Additive Model 100%
• Time Series Data 100%
• Numerical Analysis 33%
• Parametric 33%
• Regularization 33%
• Parametric Model 33%
• Model Index 33%
• Time Series Model 33%
• Nonparametric Model 33%

Keyphrases

• Partially Linear Additive Model 100%
• Two-step Algorithm 33%
• Nonparametric Additive Model 33%
• Orthogonal Series 33%
• Semi-nonparametric Models 33%
• Linear Time Series Model 33%
• Parametric Single-index Models 33%
• Lasso Regularization 33%
• Fitting Time 33%