Variable selection in high-dimensional partially linear models

Beijing Gongye Daxue Xuebao/Journal of Beijing University of Technology

Volumn 37, Issue 2, 2011, Pages 291-295

  Yang, Yi Ping ^a   Xue, Liu Gen ^a   Wang, Xue Juan ^a  

^a BEIJING UNIVERSITY OF TECHNOLOGY   (China)

Author keywords

Estimation theory; Linear regression; Monte Carlo method; Splines

Indexed keywords

DANTZIG SELECTOR; ESTIMATION THEORY; EXISTING METHOD; HIGH-DIMENSIONAL; MONTE CARLO; PARTIALLY LINEAR MODELS; SIMULATION RESULT; SPLINE METHODS; VARIABLE SELECTION;

ESTIMATION; SPLINES;

MONTE CARLO METHODS;

EID: 79953168474     PISSN: 02540037     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (15)

1. SPECKMAN P. Kernel smoothing in partial linear model[J]. J Roy Statist Soc: Ser B, 1988, 50(3): 413-436.
2. HECKMAN N E. Spline smoothing in a partly linear model[J]. J Roy Statist Soc: Ser B, 1986, 48(2): 244-248.
3. FAN J Q, LI R Z. New estimation and model selection procedures for semiparametric modeling in longitudinal data analysis[J]. J Amer Statist Assoc, 2004, 99(467): 710-723.
4. CANDES E, TAO T. The Dantzig selector: statistical estimation when p is much larger than n (with discussion)[J]. Ann Statist, 2007, 35(6): 2313-2351.
5. KNIGHT K, FU W. Asymptotics for Lasso-type estimators[J]. Ann Statist, 2000, 28(6): 1356-1378.
6. EFRON B, HASTIE T, JOHNSTON I, et al. Least angle regression (with discusion)[J]. Ann Statist, 2004, 32(2): 407-451.
7. FAN J Q, LI R Z. Variable selection via nonconcave penalized likelihood and its oracle properties[J]. J Amer Statist Assoc, 2001, 96(456): 1348-1360.
8. TIBSHIRANI R. Regression shrinkage and selection via the LASSO[J]. J Roy Statist Soc: Ser B, 1996, 58(1): 267-288.
9. JOHNSON B A. Variable selection in semiparametric linear regression with censored data[J]. J Roy Statist Soc: Ser B, 2008, 70(2): 351-370.
10. LI R Z, LIANG H. Variable selection in semiparametric regression modeling[J]. Ann Statist, 2008, 36(1): 261-286.
11. ZHOU H. The adaptive Lasso and its oracle properties[J]. J Amer Statist Assoc, 2006, 101(479): 1418-1429.
12. NI X, ZHANG H, ZHANG D W. Automatic model selection for partially linear models[J]. J Multi Anal, 2009, 100(9): 2100-2111.
13. WANG H S, LI R Z, TSAI C L. Tuning parameter selectors for the smoothly clipped absolute deviation method[J]. Biometrika, 2007, 94: 553-568.
14. JAMES G, RADCHENKO P, LÜ J. DASSO: connections between the dantzig selector and Lasso[J]. J Roy Statist Soc: Ser B, 2009, 71(1): 127-142.
15. CANDES E, TAO T. Decoding by linear programming[J]. IEEE Trans Inform Theory, 2005, 51(22): 4203-4215.