Sequential profile Lasso for ultra-high-dimensional partially linear models

DOI10.1080/24754269.2017.1396432OpenAlexW2770292153MaRDI QIDQ5880183

Yujie Li, Tie Jun Tong, Gao Rong Li

Publication date: 7 March 2023

Published in: Statistical Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/24754269.2017.1396432

zbMATH Keywords

partially linear modelultra-high-dimensional dataextended Bayesian information criterionscreening propertysequential profile Lasso

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Balanced estimation for high-dimensional measurement error models ⋮ Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data

Uses Software

• alr3

Cites Work

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