Profiled adaptive elastic-net procedure for partially linear models with high-dimensional covar\-i\-ates

DOI10.1016/J.JSPI.2012.02.035MaRDI QIDQ419271zbMATH OpenOpenAlexFDO

Authors Baicheng Chen, Yao Yu, Hui Zou, Hua Liang

Publication date 18 May 2012

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2012.02.035

zbMATH Keywords

model selectionsemiparametric modelhigh dimensionalityoracle propertypresmoothingshrinkage methodsadaptive regularization

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

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Cited in

(8)

• scientific article; zbMATH DE number 7338564 (Why is no real title available?)
• Nonconvex penalized ridge estimations for partially linear additive models in ultrahigh dimension
• A new data adaptive elastic net predictive model using hybridized smoothed covariance estimators with information complexity
• Restricted profile estimation for partially linear models with large-dimensional covariates
• Multi-step adaptive elastic-net: reducing false positives in high-dimensional variable selection
• A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates
• WLAD-LASSO method for robust estimation and variable selection in partially linear models
• Sparsity identification for high-dimensional partially linear model with measurement error

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