Shape constrained additive models

A framework is presented for generalized additive modelling under shape constraints on the component functions of the linear predictor of the GAM. We represent shape constrained model components by mildly non-linear extensions of P-splines. Models can contain multiple shape constrained and unconstra...

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Bibliographic Details

Published in:	Statistics and computing Vol. 25; no. 3; pp. 543 - 559
Main Authors:	Pya, Natalya, Wood, Simon N.
Format:	Journal Article
Language:	English
Published:	New York Springer US 01.05.2015
Subjects:	Artificial Intelligence Convex smoothing Generalized additive model Mathematics and Statistics Monotonic smoothing P-splines Probability and Statistics in Computer Science Statistical Theory and Methods Statistics Statistics and Computing/Statistics Programs Convex smoothing P-splines Monotonic smoothing Generalized additive model
ISSN:	0960-3174, 1573-1375, 1573-1375
Online Access:	Get full text
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