کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
10525125 | 957902 | 2011 | 11 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Consistent inference for biased sub-model of high-dimensional partially linear model
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Consistent inference for biased sub-model of high-dimensional partially linear model Consistent inference for biased sub-model of high-dimensional partially linear model](/preview/png/10525125.png)
چکیده انگلیسی
In this paper, we study a working sub-model of partially linear model determined by variable selection. Such a sub-model is more feasible and practical in application, but usually biased. As a result, the common parameter estimators are inconsistent and the corresponding confidence regions are invalid. To deal with the problems relating to the model bias, a nonparametric adjustment procedure is provided to construct a partially unbiased sub-model. It is proved that both the adjusted restricted-model estimator and the adjusted preliminary test estimator are partially consistent, which means when the samples drop into some given subspaces, the estimators are consistent. Luckily, such subspaces are large enough in a certain sense and thus such a partial consistency is close to global consistency. Furthermore, we build a valid confidence region for parameters in the sub-model by the corresponding empirical likelihood.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 141, Issue 5, May 2011, Pages 1888-1898
Journal: Journal of Statistical Planning and Inference - Volume 141, Issue 5, May 2011, Pages 1888-1898
نویسندگان
Yujie Gai, Lu Lin, Xiuli Wang,