Profiled adaptive Elastic-Net procedure for partially linear models with high-dimensional covariates

Baicheng Chen; Yao Yu; Hui Zou; Hua Liang

doi:10.1016/j.jspi.2012.02.035

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Profiled adaptive Elastic-Net procedure for partially linear models with high-dimensional covariates

Baicheng Chen Yao Yu Hui Zou Hua Liang

Year: 2012 Journal: Journal of Statistical Planning and Inference Vol: 142 (7)Pages: 1733-1745 Publisher: Elsevier BV

DOI: 10.1016/j.jspi.2012.02.035

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Keywords:

Covariate Mathematics Elastic net regularization Collinearity Oracle Lasso (programming language) Statistics Linear model Applied mathematics Sample size determination Econometrics Regression Computer science

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Financial Risk and Volatility Modeling

Social Sciences → Economics, Econometrics and Finance → Finance

Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

Profiled adaptive Elastic-Net procedure for partially linear models with high-dimensional covariates

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