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摘要:
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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来源 :
RECENT ADVANCE IN STATISTICS APPLICATION AND RELATED AREAS, VOLS I AND II
年份: 2009
页码: 661-667
语种: 英文
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