Asymptotic properties of Lasso in high-dimensional partially linear models
Ma C, Huang J. Asymptotic properties of Lasso in high-dimensional partially linear models. Science China Mathematics 2015, 59: 769-788. DOI: 10.1007/s11425-015-5093-2.Peer-Reviewed Original ResearchHigh-dimensional partially linear modelsPartially linear modelsLinear partPerformance of variable selectionFinite sample performanceNonparametric function estimationRate of convergenceTruncated series expansionNonparametric componentAsymptotic propertiesNonparametric functionOracle inequalitiesRegularity conditionsSufficient conditionsLasso estimatorPolynomial splinesFunction estimationSparsity assumptionLinear modelVariable selectionSimulation studySeries expansionEstimation errorRegression coefficientsLinear component