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Variable selection for partially linear models via partial correlation

The partially linear model (PLM) is a useful semiparametric extension of the linear model that has been well studied in the statistical literature. This paper proposes a variable selection procedure for the PLM with ultrahigh dimensional predictors. The proposed method is different from the existing...

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Библиографические подробности
Опубликовано в: :J Multivar Anal
Главные авторы: Liu, Jingyuan, Lou, Lejia, Li, Runze
Формат: Artigo
Язык:Inglês
Опубликовано: 2018
Предметы:
Online-ссылка:https://ncbi.nlm.nih.gov/pmc/articles/PMC6555488/
https://ncbi.nlm.nih.gov/pubmed/31182883
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.jmva.2018.06.005
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