Minimax optimal estimation in partially linear additive models under high dimension

DOI10.3150/18-BEJ1021zbMath1431.62175arXiv1612.05906MaRDI QIDQ1740526

Xianqiang Yang

Publication date: 30 April 2019

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.05906

zbMATH Keywords

semiparametric; high dimension; minimax optimal; partial linear additive model

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G05: Nonparametric estimation

62J12: Generalized linear models (logistic models)

62C20: Minimax procedures in statistical decision theory