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Adaptive group bridge estimation for high-dimensional partially linear models
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. Simul...
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| Gepubliceerd in: | J Inequal Appl |
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| Hoofdauteurs: | , |
| Formaat: | Artigo |
| Taal: | Inglês |
| Gepubliceerd in: |
Springer International Publishing
2017
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| Onderwerpen: | |
| Online toegang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5493733/ https://ncbi.nlm.nih.gov/pubmed/28725135 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1186/s13660-017-1432-x |
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