南方科技大学知识苑(SUSTech KC): Robust Model Structure Recovery for Ultra-High-Dimensional Varying-Coefficient Models

题名	Robust Model Structure Recovery for Ultra-High-Dimensional Varying-Coefficient Models
作者	Yang, Jing 1; Tian, Guo-Liang2 ; Lu, Xuewen 3; Wang, Mingqiu 4
通讯作者	Wang, Mingqiu
发表日期	2023-06-01
DOI	10.1007/s40304-023-00336-8
发表期刊	COMMUNICATIONS IN MATHEMATICS AND STATISTICS 影响因子和分区
ISSN	2194-6701
EISSN	2194-671X
摘要	As an important extension of the varying-coefficient model, the partially linear varying-coefficient model has been widely studied in the literature. It is vital that how to simultaneously eliminate the redundant covariates and separate the varying and nonzero constant coefficients for varying-coefficient models. In this paper, we consider the penalized composite quantile regression to explore the model structure of ultra-high-dimensional varying-coefficient models. Under some regularity conditions, we study the convergence rate and asymptotic normality of the oracle estimator and prove that, with probability approaching one, the oracle estimator is a local solution of the nonconvex penalized composite quantile regression. Simulation studies indicate that the novel method as well as the oracle method performs in both low dimension and high dimension cases. An environmental data application is also analyzed by utilizing the proposed procedure.
关键词	Asymptotic properties Composite quantile regression Nonconvex penalty Robust structure recovery Ultra-high dimension
相关链接	[来源记录]
收录类别	SCI
语种	英语
学校署名	其他
WOS研究方向	Mathematics
WOS类目	Mathematics
WOS记录号	WOS:001007900300001
出版者	SPRINGER HEIDELBERG
来源库	Web of Science
引用统计	被引频次[WOS]：0
成果类型	期刊论文
条目标识符	http://sustech.caswiz.com/handle/2SGJ60CL/549067
专题	理学院_统计与数据科学系
作者单位	1.Hunan Normal Univ, Coll Math & Stat, Key Lab High Performance Comp & Stochast Informat, Minist Educ China, Changsha 410081, Hunan, Peoples R China 2.Southern Univ Sci & Technol, Dept Stat & Data Sci, Shenzhen 518055, Guangdong, Peoples R China 3.Univ Calgary, Dept Math & Stat, Calgary, AB T2N 1N4, Canada 4.Qufu Normal Univ, Sch Stat, Qufu 273165, Shandong, Peoples R China
推荐引用方式 GB/T 7714	Yang, Jing,Tian, Guo-Liang,Lu, Xuewen,et al. Robust Model Structure Recovery for Ultra-High-Dimensional Varying-Coefficient Models[J]. COMMUNICATIONS IN MATHEMATICS AND STATISTICS,2023.
APA	Yang, Jing,Tian, Guo-Liang,Lu, Xuewen,&Wang, Mingqiu.(2023).Robust Model Structure Recovery for Ultra-High-Dimensional Varying-Coefficient Models.COMMUNICATIONS IN MATHEMATICS AND STATISTICS.
MLA	Yang, Jing,et al."Robust Model Structure Recovery for Ultra-High-Dimensional Varying-Coefficient Models".COMMUNICATIONS IN MATHEMATICS AND STATISTICS (2023).