Variable selection for partially linear models via learning gradients

DOI10.1214/17-EJS1300zbMath1379.62034MaRDI QIDQ2408225

Yixin Fang, Junhui Wang, Yongzhao Shao, Lei Yang

Publication date: 12 October 2017

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

Full work available at URL: https://projecteuclid.org/euclid.ejs/1502157627

zbMATH Keywords

variable selectiongroup Lassoreproducing kernel Hilbert space (RKHS)learning gradientspartially linear model (PLM)

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Learning and adaptive systems in artificial intelligence (68T05) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22)

Related Items (2)

Asymptotics of estimators for nonparametric multivariate regression models with long memory ⋮ Linear and nonlinear signal detection and estimation in high-dimensional nonparametric regression under weak sparsity

Uses Software

• R
• glmnet
• gglasso

This page was built for publication: Variable selection for partially linear models via learning gradients