Distributed debiased estimation of high-dimensional partially linear models with jumps

DOI10.1016/J.CSDA.2023.107857MaRDI QIDQ6554229zbMATH OpenFDO

Authors Yanyong Zhao, Yuchun Zhang, Yuan Liu, N. Ismail

Publication date 12 June 2024

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

partially linear modelsjump detectiondistributed estimation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Recommendations

• Projected spline estimation of the nonparametric function in high-dimensional partially linear models for massive data
• Semi-profiled distributed estimation for high-dimensional partially linear model
• The partial linear model in high dimensions
• Variable selection and estimation in high-dimensional partially linear models
• Generalized additive partial linear models with high-dimensional covariates

Cites work

• scientific article; zbMATH DE number 5190601 (Why is no real title available?)
• scientific article; zbMATH DE number 4011660 (Why is no real title available?)
• scientific article; zbMATH DE number 45848 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• scientific article; zbMATH DE number 7625155 (Why is no real title available?)
• A massive data framework for M-estimators with cubic-rate
• A partially linear framework for massive heterogeneous data
• A practical guide to splines.
• Communication-efficient algorithms for statistical optimization
• Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
• Convergence rates for parametric components in a partly linear model
• Distributed testing and estimation under sparse high dimensional models
• Divide and conquer in nonstandard problems and the super-efficiency phenomenon
• Divide and conquer kernel ridge regression: a distributed algorithm with minimax optimal rates
• Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates
• Feasible ridge estimator in partially linear models
• Identification of partially linear structure in additive models with an application to gene expression prediction from sequences
• Large-Dimensional Factor Analysis Without Moment Constraints
• Linear or nonlinear? Automatic structure discovery for partially linear models
• Local asymptotics for polynomial spline regression
• On asymptotically optimal confidence regions and tests for high-dimensional models
• On the number of common factors with high-frequency data
• On the systematic and idiosyncratic volatility with large panel high-frequency data
• Penalized quasi-likelihood estimation in partial linear models
• Penalized spline estimation in the partially linear model
• Projected spline estimation of the nonparametric function in high-dimensional partially linear models for massive data
• Root-N-Consistent Semiparametric Regression
• SCAD-penalized regression in high-dimensional partially linear models
• Spatially Adaptive Regression Splines and Accurate Knot Selection Schemes
• Variable selection for partially linear models with measurement errors

Cited in

(1)

• Orthogonality-projection-based penalized variable selection for high-dimensional partially linear models

This page was built for publication: Distributed debiased estimation of high-dimensional partially linear models with jumps

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6554229)