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Generalized additive partial linear models with high-dimensional covariates

หน่วยงาน Nanyang Technological University, Singapore

รายละเอียด

ชื่อเรื่อง : Generalized additive partial linear models with high-dimensional covariates
นักวิจัย : Lian, Heng , Liang, Hua
คำค้น : DRNTU::Science::Mathematics.
หน่วยงาน : Nanyang Technological University, Singapore
ผู้ร่วมงาน : -
ปีพิมพ์ : 2556
อ้างอิง : Lian, H., & Liang, H. (2013). Generalized additive partial linear models with high-dimensional covariates. Econometric theory, 29(6), 1136-1161. , http://hdl.handle.net/10220/18668 , http://dx.doi.org/10.1017/S0266466613000029
ที่มา : -
ความเชี่ยวชาญ : -
ความสัมพันธ์ : Econometric theory
ขอบเขตของเนื้อหา : -
บทคัดย่อ/คำอธิบาย :

This paper studies generalized additive partial linear models with high-dimensional covariates. We are interested in which components (including parametric and nonparametric components) are nonzero. The additive nonparametric functions are approximated by polynomial splines. We propose a doubly penalized procedure to obtain an initial estimate and then use the adaptive least absolute shrinkage and selection operator to identify nonzero components and to obtain the final selection and estimation results. We establish selection and estimation consistency of the estimator in addition to asymptotic normality for the estimator of the parametric components by employing a penalized quasi-likelihood. Thus our estimator is shown to have an asymptotic oracle property. Monte Carlo simulations show that the proposed procedure works well with moderate sample sizes.

บรรณานุกรม :
Lian, Heng , Liang, Hua . (2556). Generalized additive partial linear models with high-dimensional covariates.
    กรุงเทพมหานคร : Nanyang Technological University, Singapore.
Lian, Heng , Liang, Hua . 2556. "Generalized additive partial linear models with high-dimensional covariates".
    กรุงเทพมหานคร : Nanyang Technological University, Singapore.
Lian, Heng , Liang, Hua . "Generalized additive partial linear models with high-dimensional covariates."
    กรุงเทพมหานคร : Nanyang Technological University, Singapore, 2556. Print.
Lian, Heng , Liang, Hua . Generalized additive partial linear models with high-dimensional covariates. กรุงเทพมหานคร : Nanyang Technological University, Singapore; 2556.