Variable Selection for Partially Linear Models via Adaptive LASSO

Variable Selection for Partially Linear Models via Adaptive LASSO

Li Feng,Lu Yiqiang,Li Gaorong

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PDF(251 KB)

CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2012, Vol. 28 ›› Issue (6) : 614-624.

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Variable Selection for Partially Linear Models via Adaptive LASSO

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