Research Based on High-Dimensional Fused Lasso Partially Linear Model
In this paper, a partially linear model based on the fused lasso method is proposed to solve the problem of high correlation between adjacent variables, and then the idea of the two-stage estimation method is used to study the solution of this model. Firstly, the non-parametric part of the partially...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-06-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/11/12/2726 |