Adaptive group bridge estimation for high-dimensional partially linear models

被引：9
作者：
Wang, Xiuli [1 ]
Wang, Mingqiu [1 ]
机构：
[1] Qufu Normal Univ, Sch Stat, Jingxuan West Rd, Qufu 273165, Peoples R China
来源：
JOURNAL OF INEQUALITIES AND APPLICATIONS | 2017年
基金：
中国国家自然科学基金;
关键词：
adaptive group bridge; high dimension; partially linear model; VARIABLE SELECTION; REGRESSION-MODELS; ORACLE PROPERTIES; LASSO; SHRINKAGE;
D O I：
10.1186/s13660-017-1432-x
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
This paper studies group selection for the partially linear model with a diverging number of parameters. We propose an adaptive group bridge method and study the consistency, convergence rate and asymptotic distribution of the global adaptive group bridge estimator under regularity conditions. Simulation studies and a real example show the finite sample performance of our method.
引用
收藏
页数：18
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