The Partial Linear Model in High Dimensions

DOI10.1111/SJOS.12124zbMath1364.62196arXiv1307.1067OpenAlexW2963371463MaRDI QIDQ5251496

Sara van de Geer, Patric Müller

Publication date: 20 May 2015

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.1067

zbMATH Keywords

semiparametric modelvariable selectionLassonuisance functiondoubly penalized Lassohigh-dimensional partial linear model

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

Related Items (16)

Nonlinear regression models with profile nonlinear least squares estimation ⋮ Partial index additive models with additive distortion measurement errors ⋮ Test for high dimensional partially linear models ⋮ A new test for high‐dimensional regression coefficients in partially linear models ⋮ Statistical inference on restricted partial linear regression models with partial distortion measurement errors ⋮ Learning rates for partially linear functional models with high dimensional scalar covariates ⋮ Estimation of semiparametric regression model with right-censored high-dimensional data ⋮ Generalized F-test for high dimensional regression coefficients of partially linear models ⋮ On the uniform convergence of empirical norms and inner products, with application to causal inference ⋮ Minimax optimal estimation in partially linear additive models under high dimension ⋮ Unnamed Item ⋮ Estimation and hypothesis test for partial linear multiplicative models ⋮ Sparse high-dimensional semi-nonparametric quantile regression in a reproducing kernel Hilbert space ⋮ Doubly penalized estimation in additive regression with high-dimensional data ⋮ Learning rates for partially linear support vector machine in high dimensions ⋮ Penalized least squares estimation in the additive model with different smoothness for the components

Uses Software

• boost

Cites Work

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• Shrinkage estimation for identification of linear components in additive models
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• Sparsity in penalized empirical risk minimization
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• Penalized quasi-likelihood estimation in partial linear models
• About the constants in Talagrand's concentration inequalities for empirical processes.
• Simultaneous analysis of Lasso and Dantzig selector
• On the uniform convergence of empirical norms and inner products, with application to causal inference
• Concentration inequalities and asymptotic results for ratio type empirical processes
• Square-root lasso: pivotal recovery of sparse signals via conic programming
• Regularization and Variable Selection Via the Elastic Net
• High-dimensional regression with unknown variance

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