Robust exponential squared loss-based variable selection for high-dimensional single-index varying-coefficient model

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Variable selection in high-dimensional quantile varying coefficient models

In this paper, we propose a two-stage variable selection procedure for high dimensional quantile varying coefficient models. The proposed method is based on basis function approximation and LASSO-type penalties.We show that the first stage penalized estimator with LASSO penalty reduces the model from ultra-high dimensional to a model that has size close to the true model, but contains the true ...

متن کامل

Variable Selection and Estimation in High-dimensional Varying-coefficient Models.

Nonparametric varying coefficient models are useful for studying the time-dependent effects of variables. Many procedures have been developed for estimation and variable selection in such models. However, existing work has focused on the case when the number of variables is fixed or smaller than the sample size. In this paper, we consider the problem of variable selection and estimation in vary...

متن کامل

Varying-coefficient single-index model

In this paper, the varying-coefficient single-indexmodel (VCSIM) is proposed. It can be seen as a generalization of the semivaryingcoefficient model by changing its constant coefficient part to a nonparametric component, or a generalization of the partially linear single-indexmodel by replacing the constant coefficients of its linear part with varying coefficients. Based on the local linear met...

متن کامل

Forward variable selection for sparse ultra-high dimensional varying coefficient models

Varying coefficient models have numerous applications in a wide scope of scientific areas. While enjoying nice interpretability, they also allow flexibility in modeling dynamic impacts of the covariates. But, in the new era of big data, it is challenging to select the relevant variables when there are a large number of candidates. Recently several work are focused on this important problem base...

متن کامل

Efficient estimation and model selection for single-index varying-coefficient models

The single-index varying-coefficient models include many types of popular semiparametric models, i.e. single-index models, partially linear models, varying-coefficient models, and so on. In this paper, we first establish the semiparametric efficiency bound for the single-index varying-coefficient model, and develop an estimation method based on the efficient estimating equations. Although our m...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Computational and Applied Mathematics

سال: 2016

ISSN: 0377-0427

DOI: 10.1016/j.cam.2016.05.030