SCAD-penalized regression in high-dimensional partially linear models

Annals of Statistics

Volumn 37, Issue 2, 2009, Pages 673-696

  Huiliang, Xie ^a   Huang, Jian ^b  

^a UNIVERSITY OF MIAMI   (United States)

^b UNIVERSITY OF IOWA   (United States)

Author keywords

Asymptotic normality; High dimensional data; Oracle property; Penalized estimation; Semiparametric models; Variable selection

Indexed keywords

EID: 65149104817     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/07-AOS580     Document Type: Article

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