Linear and nonlinear signal detection and estimation in high-dimensional nonparametric regression under weak sparsity

DOI10.3150/23-BEJ1611MaRDI QIDQ6137725FDOQ6137725

Authors Kin Yap Cheung, S. M. S. Lee, Xiaoya Xu

Publication date 16 January 2024

Published in Bernoulli (Search for Journal in Brave)

zbMATH Keywords

SCADvariable selectionhigh dimensionslocal linear regressionpartially linear modelweak sparsity

Mathematics Subject Classification ID

Nonparametric inference (62Gxx) Parametric inference (62Fxx) Linear inference, regression (62Jxx)

Cites work

• A Multiple-Index Model and Dimension Reduction
• A bootstrap Lasso+partial ridge method to construct confidence intervals for parameters in high-dimensional sparse linear models
• An Adaptive Estimation of Dimension Reduction Space
• Can Tests for Jumps be Viewed as Tests for Clusters?
• Component Identification and Estimation in Nonlinear High-Dimensional Regression Models by Structural Adaptation
• Discovering model structure for partially linear models
• Doubly penalized estimation in additive regression with high-dimensional data
• Estimation in high-dimensional linear models with deterministic design matrices
• Estimation in partially linear models and numerical comparisons
• GRID: a variable selection and structure discovery method for high dimensional nonparametric regression
• Linear or nonlinear? Automatic structure discovery for partially linear models
• Local linear estimation in partly linear models
• Multivariate locally weighted least squares regression
• Nonconcave Penalized Likelihood With NP-Dimensionality
• Partially linear model selection by the bootstrap
• Pathwise coordinate optimization for sparse learning: algorithm and theory
• Penalized estimation of high-dimensional models under a generalized sparsity condition
• Rodeo: Sparse, greedy nonparametric regression
• Semiparametric regression pursuit
• Two-step cross-validation selection method for partially linear models
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection for partially linear models via learning gradients
• Weak signal identification and inference in penalized model selection

This page was built for publication: Linear and nonlinear signal detection and estimation in high-dimensional nonparametric regression under weak sparsity

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6137725)