Consistent inference for biased sub-model of high-dimensional partially linear model

DOI10.1016/J.JSPI.2010.11.041zbMATH Open1209.62071OpenAlexW2076648363MaRDI QIDQ629129FDOQ629129

Authors: Yujie Gai, Lu Lin, Xiuli Wang 

Publication date: 8 March 2011

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.2010.11.041

Recommendations

• Multi-step-adjustment consistent inference for a biased sub-model of multidimensional linear regression
• Estimation of partially linear regression models under the partial consistency property
• Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
• Simulation-based consistent inference for biased working model of non-sparse high-dimensional linear regression
• Remodeling and estimation for sparse partially linear regression models

zbMATH Keywords

variable selectionconsistent estimatorpartially linear modelbiased sub-modelnonparametric adjustmentvalid confidence region

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric tolerance and confidence regions (62G15)

Cites Work

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• Parametrically Guided Non‐parametric Regression
• SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS

Cited In (3)

• Simulation-based consistent inference for biased working model of non-sparse high-dimensional linear regression
• Remodeling and estimation for sparse partially linear regression models
• Multi-step-adjustment consistent inference for a biased sub-model of multidimensional linear regression

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