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

页数：18

共 50 条

[31] Variable Selection in High-Dimensional Partially Linear Models with Longitudinal Data
Yang Yiping
Xue Liugen
RECENT ADVANCE IN STATISTICS APPLICATION AND RELATED AREAS, VOLS I AND II, 2009, : 661 - 667
[32] Linear shrinkage estimation of high-dimensional means
Ikeda, Yuki
Nakada, Ryumei
Kubokawa, Tatsuya
Srivastava, Muni S.
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2023, 52 (13) : 4444 - 4460
[33] Variable selection in multivariate linear models with high-dimensional covariance matrix estimation
Perrot-Dockes, Marie
Levy-Leduc, Celine
Sansonnet, Laure
Chiquet, Julien
JOURNAL OF MULTIVARIATE ANALYSIS, 2018, 166 : 78 - 97
[34] GENERALIZED ADDITIVE PARTIAL LINEAR MODELS WITH HIGH-DIMENSIONAL COVARIATES
Lian, Heng
Liang, Hua
ECONOMETRIC THEORY, 2013, 29 (06) : 1136 - 1161
[35] Simultaneous Inference for High-Dimensional Linear Models
Zhang, Xianyang
Cheng, Guang
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2017, 112 (518) : 757 - 768
[36] Statistical significance in high-dimensional linear models
Buehlmann, Peter
BERNOULLI, 2013, 19 (04) : 1212 - 1242
[37] Variable selection and estimation in high-dimensional models
Horowitz, Joel L.
CANADIAN JOURNAL OF ECONOMICS-REVUE CANADIENNE D ECONOMIQUE, 2015, 48 (02): : 389 - 407
[38] Semi-profiled distributed estimation for high-dimensional partially linear model
Bao, Yajie
Ren, Haojie
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2023, 188
[39] Estimation for High-Dimensional Linear Mixed-Effects Models Using l1-Penalization
Schelldorfer, Juerg
Buehlmann, Peter
Van De Geer, Sara
SCANDINAVIAN JOURNAL OF STATISTICS, 2011, 38 (02) : 197 - 214
[40] Application of the ADMM Algorithm for a High-Dimensional Partially Linear Model
Feng, Aifen
Chang, Xiaogai
Shang, Youlin
Fan, Jingya
MATHEMATICS, 2022, 10 (24)

← 1 2 3 4 5 →