Asymptotic properties of lasso in high-dimensional partially linear models

DOI10.1007/s11425-015-5093-2zbMath1338.62154OpenAlexW2280782334MaRDI QIDQ294512

Chi Ma, Jian Huang

Publication date: 16 June 2016

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-015-5093-2

zbMATH Keywords

semiparametric modelssparsityLassoirrepresentable conditionrestricted eigenvalue

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35)

Related Items

Test for high dimensional partially linear models, A new test for high‐dimensional regression coefficients in partially linear models, Communication-efficient distributed estimation of partially linear additive models for large-scale data, Minimax optimal estimation in partially linear additive models under high dimension

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