Two-stage model selection procedures in partially linear regression

DOI10.2307/3315936zbMath1063.62052OpenAlexW2071351147MaRDI QIDQ4652913

Florentina Bunea, Marten H. Wegkamp

Publication date: 28 February 2005

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315936

zbMATH Keywords

oracle inequalityadaptive minimax estimationconsistent covariate selection

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05) Linear inference, regression (62J99)

Related Items

Asymptotic properties of lasso in high-dimensional partially linear models, Automatic model selection for partially linear models, VARIABLE SELECTION FOR PARTIALLY LINEAR VARYING COEFFICIENT QUANTILE REGRESSION MODEL, Test for high dimensional regression coefficients of partially linear models, Generalized F-test for high dimensional regression coefficients of partially linear models, Variable selection in the partially linear errors-in-variables models for longitudinal data, An RKHS-based approach to double-penalized regression in high-dimensional partially linear models, PARTIALLY LINEAR MODEL SELECTION BY THE BOOTSTRAP

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