Variable selection for partially linear models via adaptive LASSO
zbMATH Open1289.62065MaRDI QIDQ2860073FDOQ2860073
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)
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asymptotic normalityvariable selectionconsistencyasymptotic distributionsimulation studypartially linear modelsadaptive LASSOoracle properties
Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)
Cited In (21)
- Adaptive Lasso for measurement error models
- Variable selection in high-dimensional partially linear models
- Using thresholding difference-based estimators for variable selection in partial linear models
- Linear trend filtering via adaptive Lasso
- Asymptotic properties of lasso in high-dimensional partially linear models
- Subset selection for vector autoregressive processes via adaptive Lasso
- Adaptive Lasso variable selection for high-dimensional mixture model
- Tuning Parameter Selection for the Adaptive Lasso Using ERIC
- Bayesian adaptive lasso with variational Bayes for variable selection in high-dimensional generalized linear mixed models
- Adaptive LASSO model selection in a multiphase quantile regression
- Asymptotic normality of adaptive Dantzig selector method based on partial linear model
- Variable selection and parameter estimation for partially linear models via Dantzig selector
- Title not available (Why is that?)
- WLAD-LASSO method for robust estimation and variable selection in partially linear models
- Variable selection for partially linear models via learning gradients
- Adaptive LASSO for varying-coefficient partially linear measurement error models
- Regression with adaptive Lasso and correlation based penalty
- Variable selection of partially linear single-index models
- Adaptive variable selection in nonparametric sparse additive models
- Variable selection via RIVAL (removing irrelevant variables amidst lasso iterations) and its application to nuclear material detection
- The adaptive L1-penalized LAD regression for partially linear single-index models
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