Variable selection for partially linear models via adaptive LASSO

MaRDI QIDQ2860073zbMATHFDO

Authors Feng Li, Yiqiang Lu, Gaorong Li

Publication date 19 November 2013

Published in Chinese Journal of Applied Probability and Statistics (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalityvariable selectionconsistencyasymptotic distributionsimulation studypartially linear modelsadaptive LASSOoracle properties

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

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Cited in

(21)

• Adaptive LASSO model selection in a multiphase quantile regression
• WLAD-LASSO method for robust estimation and variable selection in partially linear models
• Subset selection for vector autoregressive processes via adaptive Lasso
• Asymptotic normality of adaptive Dantzig selector method based on partial linear model
• scientific article; zbMATH DE number 6179253 (Why is no real title available?)
• Regression with adaptive Lasso and correlation based penalty
• Adaptive Lasso variable selection for high-dimensional mixture model
• Variable selection for partially linear models via learning gradients
• Variable selection of partially linear single-index models
• Adaptive LASSO for varying-coefficient partially linear measurement error models
• Variable selection via RIVAL (removing irrelevant variables amidst lasso iterations) and its application to nuclear material detection
• Linear trend filtering via adaptive Lasso
• Adaptive Lasso for measurement error models
• Variable selection and parameter estimation for partially linear models via Dantzig selector
• Variable selection in high-dimensional partially linear models
• Bayesian adaptive lasso with variational Bayes for variable selection in high-dimensional generalized linear mixed models
• Adaptive variable selection in nonparametric sparse additive models
• Using thresholding difference-based estimators for variable selection in partial linear models
• Asymptotic properties of lasso in high-dimensional partially linear models
• The adaptive L1-penalized LAD regression for partially linear single-index models
• Tuning Parameter Selection for the Adaptive Lasso Using ERIC

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