Sparse and efficient estimation for partial spline models with increasing dimension

DOI10.1007/s10463-013-0440-yzbMath1331.65028arXiv1310.8633OpenAlexW2112549647WikidataQ43111864 ScholiaQ43111864MaRDI QIDQ2255168

Hao Helen Zhang, Guang Cheng, Zuofeng Shang

Publication date: 6 February 2015

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.8633

zbMATH Keywords

smoothing splinessemiparametric modelshigh dimensionalityoracle propertyshrinkage methodsRKHSsolution path

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

Related Items

A partially linear framework for massive heterogeneous data, Minimax optimal estimation in partially linear additive models under high dimension, An RKHS-based approach to double-penalized regression in high-dimensional partially linear models

Uses Software

• gss
• SemiPar

Cites Work

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