Variable Selection for Partial Linear Single-Index Model with M-Estimation
Yafeng Xia, Erzhong Chang
Available Online May 2016.
- 10.2991/amsm-16.2016.40How to use a DOI?
- partial linear single-index model; M-estimation; variable selection; B-spline
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.
- © 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 - 10.2991/amsm-16.2016.40 ID - Xia2016/05 ER -