西北师范大学学报（自然科学版）Issue(1)：27-31,5.
部分线性模型的 adaptive group lasso 变量选择
Variable selection for partially linear models via adaptive group lasso
摘要
Abstract
T his paper study the aglasso (adaptive group lasso ) for simultaneous parameter estimation and variable selection to a partially linear model . The selection of group variable for partially linear model is translated into seclection of group factor . The theoretical results show that the new method is able to identify the true model consistently , and the resulting estimator has the oracle property . T he finite sample performance of the proposed procedures is illustrated by simulation studies .关键词
adaptive group lasso/oracle性质/变量选择/部分线性模型Key words
adaptive group lasso/oracle property/variable selection/partially linear model分类
数理科学引用本文复制引用
牛银菊,马筱萌..部分线性模型的 adaptive group lasso 变量选择[J].西北师范大学学报（自然科学版）,2015,(1):27-31,5.基金项目
广东省科技计划资助项目（2012B010100044）；东莞市高等院校科研机构科技计划资助项目 （）
