Asymptotic properties of lasso in high-dimensional partially linear models

DOI10.1007/S11425-015-5093-2zbMATH Open1338.62154OpenAlexW2280782334MaRDI QIDQ294512FDOQ294512

Chi Ma, Jian Huang

Publication date: 16 June 2016

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-015-5093-2

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zbMATH Keywords

Lassosemiparametric modelssparsityirrepresentable conditionrestricted eigenvalue

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35)

Cites Work

• Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
• Nearly unbiased variable selection under minimax concave penalty
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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• Simultaneous analysis of Lasso and Dantzig selector
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• SCAD-penalized regression in high-dimensional partially linear models
• Additive regression and other nonparametric models
• Variable selection using MM algorithms
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• Root-N-Consistent Semiparametric Regression
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• New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
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• Convergence rates for parametric components in a partly linear model
• Consistent covariate selection and post model selection inference in semiparametric regression.
• Two-stage model selection procedures in partially linear regression

Cited In (7)

• A new test for high‐dimensional regression coefficients in partially linear models
• Minimax optimal estimation in partially linear additive models under high dimension
• Semiparametric efficient estimation in high-dimensional partial linear regression models
• Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso
• Stab-GKnock: controlled variable selection for partially linear models using generalized knockoffs
• Test for high dimensional partially linear models
• Communication-efficient distributed estimation of partially linear additive models for large-scale data

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