Adaptive group bridge estimation for high-dimensional partially linear models

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.

• Publication year

  2017

• Venue

  Journal of Inequalities and Applications

• Publication date

  2017-06-30

• Fields of study

  Mathematics, Medicine

• Identifiers
  DOI 10.1186/s13660-017-1432-xPMID 28725135PMCID 5493733
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar, PubMed

• No claims are published for this paper.

• No concepts are published for this paper.

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