Profiled adaptive elastic-net procedure for partially linear models with high-dimensional covar\-i\-ates

DOI10.1016/j.jspi.2012.02.035zbMath1239.62039OpenAlexW2064713269MaRDI QIDQ419271

J. Herrera, H. S. Yoon

Publication date: 18 May 2012

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.2012.02.035

zbMATH Keywords

model selectionsemiparametric modelhigh dimensionalityoracle propertyshrinkage methodspresmoothingadaptive regularization

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items

WLAD-LASSO method for robust estimation and variable selection in partially linear models, Sparsity identification for high-dimensional partially linear model with measurement error, Restricted profile estimation for partially linear models with large-dimensional covariates, A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates, Nonconvex penalized ridge estimations for partially linear additive models in ultrahigh dimension

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