Group selection in high-dimensional partially linear additive models

DOI10.1214/10-BJPS129zbMath1239.62048OpenAlexW2041519724MaRDI QIDQ424816

Fengrong Wei

Publication date: 5 June 2012

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bjps/1333632162

zbMATH Keywords

semiparametric regressionhigh-dimensional dataselection consistencyadaptive group lasso

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items (7)

Nonconvex penalized ridge estimations for partially linear additive models in ultrahigh dimension ⋮ Robust estimation and variable selection in censored partially linear additive models ⋮ Spline estimator for ultra-high dimensional partially linear varying coefficient models ⋮ Additive monotone regression in high and lower dimensions ⋮ Variable selection in high-dimensional partially linear additive models for composite quantile regression ⋮ Robust group non-convex estimations for high-dimensional partially linear models ⋮ On the oracle property of adaptive group Lasso in high-dimensional linear models

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