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Adaptive group bridge estimation for high-dimensional partially linear models
This paper studies group selection for the partially linear model with a diverging number of parameters. We propose an adaptive group bridge method and study the consistency, convergence rate and asymptotic distribution of the global adaptive group bridge estimator under regularity conditions. Simul...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer International Publishing
2017
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5493733/ https://www.ncbi.nlm.nih.gov/pubmed/28725135 http://dx.doi.org/10.1186/s13660-017-1432-x |