Sequential profile Lasso for ultra-high-dimensional partially linear models
In this paper, we study ultra-high-dimensional partially linear models when the dimension of the linear predictors grows exponentially with the sample size. For the variable screening, we propose a sequential profile Lasso method (SPLasso) and show that it possesses the screening property. SPLasso c...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2017-07-01
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| Series: | Statistical Theory and Related Fields |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1080/24754269.2017.1396432 |