A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates

Hu Yang; Ning Li; Jing Yang

doi:10.1007/s00362-018-1013-1

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A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates

Hu Yang Ning Li Jing Yang

Year: 2018 Journal: Statistical Papers Vol: 61 (5)Pages: 1911-1937 Publisher: Springer Science+Business Media

DOI: 10.1007/s00362-018-1013-1

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Keywords:

Covariate Estimator Outlier Mathematics Feature selection Independence (probability theory) Parametric statistics Applied mathematics Asymptotic distribution Nonparametric statistics Model selection Linear model Mathematical optimization Algorithm Computer science Statistics Artificial intelligence

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

Control Systems and Identification

Physical Sciences → Engineering → Control and Systems Engineering

A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates

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