Adaptive group bridge estimation for high-dimensional partially linear models

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 conditio...

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Main Authors:	Xiuli Wang, Mingqiu Wang
Format:	Article
Language:	English
Published:	SpringerOpen 2017-06-01
Series:	Journal of Inequalities and Applications
Subjects:	adaptive group bridge high dimension partially linear model
Online Access:	http://link.springer.com/article/10.1186/s13660-017-1432-x

id	doaj-0aa4c68ee49c4faa90c28e6816e53f45
record_format	Article
spelling	doaj-0aa4c68ee49c4faa90c28e6816e53f452020-11-24T21:36:19ZengSpringerOpenJournal of Inequalities and Applications1029-242X2017-06-012017111810.1186/s13660-017-1432-xAdaptive group bridge estimation for high-dimensional partially linear modelsXiuli Wang0Mingqiu Wang1School of Statistics, Qufu Normal UniversitySchool of Statistics, Qufu Normal UniversityAbstract 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.http://link.springer.com/article/10.1186/s13660-017-1432-xadaptive group bridgehigh dimensionpartially linear model
collection	DOAJ
language	English
format	Article
sources	DOAJ
author	Xiuli Wang Mingqiu Wang
spellingShingle	Xiuli Wang Mingqiu Wang Adaptive group bridge estimation for high-dimensional partially linear models Journal of Inequalities and Applications adaptive group bridge high dimension partially linear model
author_facet	Xiuli Wang Mingqiu Wang
author_sort	Xiuli Wang
title	Adaptive group bridge estimation for high-dimensional partially linear models
title_short	Adaptive group bridge estimation for high-dimensional partially linear models
title_full	Adaptive group bridge estimation for high-dimensional partially linear models
title_fullStr	Adaptive group bridge estimation for high-dimensional partially linear models
title_full_unstemmed	Adaptive group bridge estimation for high-dimensional partially linear models
title_sort	adaptive group bridge estimation for high-dimensional partially linear models
publisher	SpringerOpen
series	Journal of Inequalities and Applications
issn	1029-242X
publishDate	2017-06-01
description	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.
topic	adaptive group bridge high dimension partially linear model
url	http://link.springer.com/article/10.1186/s13660-017-1432-x
work_keys_str_mv	AT xiuliwang adaptivegroupbridgeestimationforhighdimensionalpartiallylinearmodels AT mingqiuwang adaptivegroupbridgeestimationforhighdimensionalpartiallylinearmodels
_version_	1725941697299349504

Adaptive group bridge estimation for high-dimensional partially linear models

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