Using thresholding difference-based estimators for variable selection in partial linear models

DOI10.1016/j.spl.2013.08.011zbMath1283.62085MaRDI QIDQ2439628

June Luo, Patrick D. Gerard

Publication date: 14 March 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2013.08.011

zbMATH Keywords

asymptotics; high dimensions; semi-parametric model; differencing method

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

Related Items

Sparsity identification for high-dimensional partially linear model with measurement error

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