SCAD-penalized regression in high-dimensional partially linear models

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Publication:1020975

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DOI10.1214/07-AOS580zbMath1162.62037arXiv0903.5474MaRDI QIDQ1020975

Huiliang Xie, Jian Huang

Publication date: 4 June 2009

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0903.5474

zbMATH Keywords

asymptotic normality semiparametric models high-dimensional data variable selection oracle property penalized estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

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