Indexed by:
Abstract:
This paper considers the problem of variable selection in high-dimensional partially linear models. By combining spline method and Dantzig selector or Lasso, the authors simultaneously select variables and estimate parameters. The simulation results show that the proposed methods are better than the existing method when the dimension of parameters is much larger than the number of observation.
Keyword:
Reprint Author's Address:
Email:
Source :
Journal of Beijing University of Technology
ISSN: 0254-0037
Year: 2011
Issue: 2
Volume: 37
Page: 291-295
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: 7
Affiliated Colleges: