论文信息 - Schwarz Method for Penalized Quasi-Likelihood in Generalized Additive Models

Schwarz Method for Penalized Quasi-Likelihood in Generalized Additive Models

The topic is penalized quasi-maximum likelihood estimation in generalized additive models by an approximation using a sequence of sub-models, here called blocks. The Schwarz method uses a sequence of sub-models, The technique might be useful to model comparison, where the fitted values from a sub-model are used as starting values for a larger model. We show that the algorithm method converges in canonical link of generalized additive models, and a theorem about bound condition of sub-models convergence with uncanonical link.

Guangbao Guo | Guangbao Guo | Shaoling Lin | Shaoling Lin

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