Robust estimation for partially linear models with large-dimensional covariates.

Zhu, LiPing; Li, RunZe; Cui, HengJian

Zhu, LiPing; Li, RunZe; Cui, HengJian.

Afiliación

Zhu L; School of Statistics and Management, Shanghai University of Finance and Economics, Shanghai 200433, China ; The Key Laboratory of Mathematical Economics (SUFE), Ministry of Education, Shanghai 200433, China.
Li R; Department of Statistics and The Methodology Center, The Pennsylvania State University, University Park, PA 16802, USA.
Cui H; School of Mathematical Science, Capital Normal University, Beijing 100037, China.

Sci China Math ; 56(10): 2069-2088, 2013 Oct 01.

Article en En | MEDLINE | ID: mdl-24955087

Palabras clave

partially linear models; robust model selection; semiparametric models; smoothly clipped absolute deviation (SCAD)

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Texto completo: 1 Colección: 01-internacional Base de datos: MEDLINE Idioma: En Revista: Sci China Math Año: 2013 Tipo del documento: Article País de afiliación: China Pais de publicación: China

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