The Partial Linear Model in High Dimensions
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Publication:5251496
DOI10.1111/sjos.12124zbMath1364.62196arXiv1307.1067OpenAlexW2963371463MaRDI QIDQ5251496
Sara van de Geer, Patric Müller
Publication date: 20 May 2015
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1307.1067
semiparametric modelvariable selectionLassonuisance functiondoubly penalized Lassohigh-dimensional partial linear model
Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)
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Uses Software
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