|
|||||
|
|
Shrinkage estimation of partially linear single-index models |
|
| Authors: | Qin Wang Rongning Wu |
| Institution: | 1. Department of Statistical Sciences and Operations Research, Virginia Commonwealth University, Richmond, VA 23284, USA;2. Department of Statistics and Computer Information Systems, Baruch College, The City University of New York, New York, NY 10010, USA |
| Abstract: | In this paper, we propose shrinkage estimation for partially linear single-index models. A profile least squares approximation is used to estimate the model parameters and select informative variables simultaneously. The resulting estimator is shown to be consistent and to enjoy the oracle properties. |
| Keywords: | Adaptive Lasso Partially linear model Semiparametric estimation |
| 本文献已被 ScienceDirect 等数据库收录！ | |