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摘要:
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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来源 :
Journal of Beijing University of Technology
ISSN: 0254-0037
年份: 2011
期: 2
卷: 37
页码: 291-295
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