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高维部分线性模型中的变量选择

杨宜平, 薛留根, 王学娟

杨宜平, 薛留根, 王学娟. 高维部分线性模型中的变量选择[J]. 北京工业大学学报, 2011, 37(2): 291-295.
引用本文: 杨宜平, 薛留根, 王学娟. 高维部分线性模型中的变量选择[J]. 北京工业大学学报, 2011, 37(2): 291-295.
YANG Yi-ping, XUE Liu-gen, WANG Xue-juan. Variable Selection in High-dimensional Partially Linear Models[J]. Journal of Beijing University of Technology, 2011, 37(2): 291-295.
Citation: YANG Yi-ping, XUE Liu-gen, WANG Xue-juan. Variable Selection in High-dimensional Partially Linear Models[J]. Journal of Beijing University of Technology, 2011, 37(2): 291-295.

高维部分线性模型中的变量选择

基金项目: 

国家自然科学基金资助项目(10871013)

高等学校博士学科点专项科研基金资助项目(20070005003)

北京市自然科学基金资助项目(1072004,1062001).

详细信息
    作者简介:

    杨宜平(1981—),女,湖北荆州人,博士生.

  • 中图分类号: O212.7

Variable Selection in High-dimensional Partially Linear Models

  • 摘要: 研究了高维部分线性模型中的变量选择,结合样条方法和Dantzig或Lasso变量选择方法,同时进行变量选择和未知参数估计,证明了估计误差的非渐近界.模拟结果说明,该方法在参数维数较高时优于已有方法.
    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.
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出版历程
  • 收稿日期:  2009-03-04
  • 网络出版日期:  2022-11-18

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