西北师范大学学报(自然科学版)
西北師範大學學報(自然科學版)
서북사범대학학보(자연과학판)
JOURNAL OF NORTHWEST NORMAL UNIVERSITY(NATURAL SCIENCE)
2015年
1期
27-31
,共5页
adaptive group lasso%oracle性质%变量选择%部分线性模型
adaptive group lasso%oracle性質%變量選擇%部分線性模型
adaptive group lasso%oracle성질%변량선택%부분선성모형
adaptive group lasso%oracle property%variable selection%partially linear model
对部分线性模型的aglasso(adaptive group lasso)参数估计及变量选择问题进行研究。通过构造aglasso的估计函数,将分组部分线性模型变量的选择问题转化为分组因子的选择问题。理论研究表明:该方法能相合地识别真实模型,并且估计具有o racle性质。最后通过模拟研究了所提方法的有限样本性质。
對部分線性模型的aglasso(adaptive group lasso)參數估計及變量選擇問題進行研究。通過構造aglasso的估計函數,將分組部分線性模型變量的選擇問題轉化為分組因子的選擇問題。理論研究錶明:該方法能相閤地識彆真實模型,併且估計具有o racle性質。最後通過模擬研究瞭所提方法的有限樣本性質。
대부분선성모형적aglasso(adaptive group lasso)삼수고계급변량선택문제진행연구。통과구조aglasso적고계함수,장분조부분선성모형변량적선택문제전화위분조인자적선택문제。이론연구표명:해방법능상합지식별진실모형,병차고계구유o racle성질。최후통과모의연구료소제방법적유한양본성질。
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 .