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

DOI10.1016/J.JSPI.2010.11.041MaRDI QIDQ629129zbMATH OpenOpenAlexFDO

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

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)

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

Cites work

• scientific article; zbMATH DE number 4011660 (Why is no real title available?)
• scientific article; zbMATH DE number 4098524 (Why is no real title available?)
• scientific article; zbMATH DE number 2015214 (Why is no real title available?)
• scientific article; zbMATH DE number 1533566 (Why is no real title available?)
• An Adaptive Two‐stage Estimation Method for Additive Models
• Asymptotic properties of maximum likelihood estimators based on conditional specification
• Convergence rates for parametric components in a partly linear model
• Direct estimation of low-dimensional components in additive models.
• Empirical Likelihood-Based Inference in Conditional Moment Restriction Models
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood ratio confidence regions
• Locally parametric nonparametric density estimation
• Nonparametric density estimation with a parametric start
• On preliminary test and shrinkage M-estimation in linear models
• Parametrically Guided Non‐parametric Regression
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
• Semiparametric density estimation by local \(L_ 2\)-fitting.
• Theory of Preliminary Test and Stein‐Type Estimation With Applications
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection in semiparametric regression modeling

Cited in

(3)

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

This page was built for publication: Consistent inference for biased sub-model of high-dimensional partially linear model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q629129)