Proceedings of the 2016 International Conference on Applied Mathematics, Simulation and Modelling

Variable Selection for Partial Linear Single-Index Model with M-Estimation

Authors
Yafeng Xia, Erzhong Chang
Corresponding Author
Yafeng Xia
Available Online May 2016.
DOI
https://doi.org/10.2991/amsm-16.2016.40How to use a DOI?
Keywords
partial linear single-index model; M-estimation; variable selection; B-spline
Abstract

In this paper, a method of variable selection for partial linear single-index model is proposed, which is based on the M-estimation and the adaptive LASSO. And its oracle property is established and proved. Unlike the existing M-estimator of the partial linear single-index model, the unknown link function is approximated by B-spline.

Copyright
© 2016, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the 2016 International Conference on Applied Mathematics, Simulation and Modelling
Series
Advances in Computer Science Research
Publication Date
May 2016
ISBN
978-94-6252-198-8
ISSN
2352-538X
DOI
https://doi.org/10.2991/amsm-16.2016.40How to use a DOI?
Copyright
© 2016, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - CONF
AU  - Yafeng Xia
AU  - Erzhong Chang
PY  - 2016/05
DA  - 2016/05
TI  - Variable Selection for Partial Linear Single-Index Model with M-Estimation
BT  - Proceedings of the 2016 International Conference on Applied Mathematics, Simulation and Modelling
PB  - Atlantis Press
SP  - 176
EP  - 179
SN  - 2352-538X
UR  - https://doi.org/10.2991/amsm-16.2016.40
DO  - https://doi.org/10.2991/amsm-16.2016.40
ID  - Xia2016/05
ER  -