Adaptive group bridge estimation for high-dimensional partially linear models

Journal of inequalities and applications

Xiuli Wang¹ 

关键词: adaptive group bridge;    high dimension;    partially linear model;    62E20;    62J07;    62F12;   

DOI  :  10.1186/s13660-017-1432-x

学科分类：数学（综合）

来源: SpringerOpen

【 摘 要 】

This paper studies group selection for the partially linear model with a diverging number of parameters. We propose an adaptive group bridge method and study the consistency, convergence rate and asymptotic distribution of the global adaptive group bridge estimator under regularity conditions. Simulation studies and a real example show the finite sample performance of our method.

【 授权许可】

CC BY