Variable Selection for Partial Linear Single-Index Model with M-Estimation

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	Variable Selection for Partial Linear Single-Index Model with M-Estimation
	Xia, Yafeng; Chang, Erzhong
	2016
关键词	partial linear single-index model M-estimation variable selection B-spline
卷号	41
页码	176-179
英文摘要	In this paper, a method of variable selection for partial linear single-index model is proposed, which is based on the M-estimation and the adaptive LASSO. And its oracle property is established and proved. Unlike the existing M-estimator of the partial linear single-index model, the unknown link function is approximated by B-spline.
会议录	PROCEEDINGS OF THE 2016 INTERNATIONAL CONFERENCE ON APPLIED MATHEMATICS, SIMULATION AND MODELLING
会议录出版者	ATLANTIS PRESS
会议录出版地	29 AVENUE LAVMIERE, PARIS, 75019, FRANCE
语种	英语
WOS研究方向	Mathematics
WOS记录号	WOS:000391653800040
内容类型	会议论文
源URL	[http://119.78.100.223/handle/2XXMBERH/36347]
专题	兰州理工大学
通讯作者	Xia, Yafeng
作者单位	Lanzhou Univ Technol, Sch Sci, Lanzhou, Peoples R China
推荐引用方式 GB/T 7714	Xia, Yafeng,Chang, Erzhong. Variable Selection for Partial Linear Single-Index Model with M-Estimation[C]. 见:.