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Abstract:
A high-dimensional partially linear model with longitudinal data is considered. We apply the SCAD penalty to simultaneously select significant variables and estimate unknown parameters. Under appropriate assumptions, the resulting estimators have the Oracle property and are asymptotically efficient.
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Source :
RECENT ADVANCE IN STATISTICS APPLICATION AND RELATED AREAS, VOLS I AND II
Year: 2009
Page: 661-667
Language: English
Cited Count:
WoS CC Cited Count: 0
SCOPUS Cited Count:
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 4
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