Adaptive group bridge estimation for high-dimensional partially linear models
Xiuli Wang, Mingqiu Wang
Journal of Inequalities and Applications · 2017
doi:10.1186/s13660-017-1432-x (opens in a new tab)
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Abstract
Abstract 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. Simulation studies and a real example show the finite sample performance of our method.
Abstract licence: CC BY-NC-ND
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