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Journals / Hacettepe Journal of Mathematics and Statistics / 2019 / Cilt: 48 - Sayı: 1

Variable selection for high dimensional partially linear varying coe cient errors-in-variables models

Zhaoliang WANG
Liugen XUE
Pages
213–229
Publication Date
2022-10-18
DOI
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AI Summary & Key Takeaways

AI Insight
⚡ TL;DR(Too Long; Didn't Read)

Finite sample performance of the proposed variable selection procedures is assessed by Monte Carlo simulation studies.

📌 3 Key Takeaways

🎯
Objective & Hypothesis:In this paper, we consider variable selection procedure for the high dimensional partially linear varying coeffcient models where the parametric part covariates are measured with additive errors.
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Key Findings & Data:The rate of convergence and the asymptotic normality of the resulting estimates are established.
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Conclusion & Impact:Finite sample performance of the proposed variable selection procedures is assessed by Monte Carlo simulation studies.
🔬Design:Modeling & Simulation
📍Scope:Comprehensive Sample
⚙️Variables:Domain Parameters

Abstract

In this paper, we consider variable selection procedure for the high dimensional partially linear varying coeffcient models where the parametric part covariates are measured with additive errors. The penalized bias-corrected profile least squares estimators are conducted, and their asymptotic properties are also studied under some regularity conditions. The rate of convergence and the asymptotic normality of the resulting estimates are established. We further demonstrate that, with proper choices of the penalty functions and the regularization parameter, the resulting estimates perform asymptotically as well as an oracle property. Choice of smoothing parameters is also discussed. Finite sample performance of the proposed variable selection procedures is assessed by Monte Carlo simulation studies.

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Cite This Article

WANG, Z., XUE, L. (2022). Variable selection for high dimensional partially linear varying coe cient errors-in-variables models. Hacettepe Journal of Mathematics and Statistics, Cilt: 48 - Sayı: 1, 213–229. https://ajindex.com/articles/530085

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