Optimization study of high-dimensional varying coefficient partially linear model based on elastic network
In this paper, we study the high-dimensional varying coefficient partially linear model and proposes a variable parameter selection method combined with elastic network. The two-stage estimation method is adopted and the alternating direction multiplier method (ADMM) is used to solve the model. Firs...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2024-07-01
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| Series: | Engineering Science and Technology, an International Journal |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2215098624001174 |