Adaptive group bridge estimation for high-dimensional partially linear models
نویسندگان
چکیده
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.
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ورودعنوان ژورنال:
دوره 2017 شماره
صفحات -
تاریخ انتشار 2017