测量误差模型的自适应LASSO变量选择方法研究

DOI10.1360/N012013-00066zbMath1488.62111OpenAlexW2326767338MaRDI QIDQ5017990

Feng Li, Yujie Gai, Yiqiang Lu

Publication date: 17 December 2021

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1360/n012013-00066

zbMATH Keywords

asymptotic distributionmeasurement errorvariable selectionpartially linear modelsadaptive Lasso

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)