Asymptotic properties of lasso in high-dimensional partially linear models

DOI10.1007/S11425-015-5093-2MaRDI QIDQ294512zbMATHOpenAlexFDO

Authors 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

zbMATH Keywords

Lassosemiparametric modelssparsityirrepresentable conditionrestricted eigenvalue

Mathematics Subject Classification ID

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

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

Cited in

(11)

• Test for high dimensional partially linear models
• On the prediction loss of the Lasso in the partially labeled setting
• Stab-GKnock: controlled variable selection for partially linear models using generalized knockoffs
• Semiparametric efficient estimation in high-dimensional partial linear regression models
• Projected spline estimation of the nonparametric function in high-dimensional partially linear models for massive data
• Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso
• Communication-efficient distributed estimation of partially linear additive models for large-scale data
• A new test for high‐dimensional regression coefficients in partially linear models
• Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression
• Minimax optimal estimation in partially linear additive models under high dimension
• Nonasymptotic analysis of semiparametric regression models with high-dimensional parametric coefficients

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