进行数值模拟,验证得出ADS比lasso等变量选择方法更具适用性和可行
性.
半参数模型
Ⅱ
VARIABLESELECTIoNMoTHoDINSEVERAI。
REGRESSIONMODELS
ABSTRACT
of也evariableselectionmethodiStochoosethe
Themainfunction
SOastoestablisha
usefulvariabletoreducethedimension simple
appropriate
model.The itsrelatedmethodsarenew
Dantzigselector(DS)and high
dimension
variableselectionmethodfordatas眦恤which
dimensionaldata
selectionand
is thanthatof canachievethevariable parameter
greater sample.It
estimation this thecharacterizationand
thesis,we applications
together.In study
severalstatistical
oftheDSand selector(ADS)in models,the
adaptivedantzig
areasfollows:
mainresearchwehavecarriedonandtheirresults
variable
tothecommon forward
variable,weput
(1)According counting
selectionand estimationforthePoisson modelvia
linearity
parametric logarithm
underthe
onthe ofADS
theDSand focus asymptoticproperty
ADS.Emphasize
Poisson model.Provethe ofnonzerocoefficient