Dissertation > Excellent graduate degree dissertation topics show

Partially linear single-index model variable selection problem

Author: WangWu
Tutor: ZhuZhongYi
School: Fudan University
Course: Probability Theory and Mathematical Statistics
Keywords: penalized spline nonparametric regression variable selection SCAD least squares
CLC: O211.6
Type: Master's thesis
Year: 2011
Downloads: 58
Quote: 0
Read: Download Dissertation

Abstract


In this paper, we consider variable selection and model estimation in partial linear single index models under the assumption that the vector of regression coefficients is sparse. We apply penalized spline to estimate the nonparametric function and SCAD penalty to achieve sparsity in both the linear part and single index part of the model. Under some mild conditions, it is shown that the penalized estimators have the oracle property, in the sense that it is asymptotically normal with the same covariance ma-trix and mean that they would have if the zero coefficients were known in advance. Our model owns a least square representation, therefore standard software can be im-plemented and no extra programming effort is needed. In the mean time, parametric estimation, variable selection and nonparametric estimation can be realized in one step, which incredibly increased computational stability. The finite sample performance of the penalized estimators is evaluated through Monte Carlo studies and illustrated with a real data set.

Related Dissertations

  1. American Option Pricing under Stochastic Market Option Model Based on Dividend and Treatment Fees,O211.6
  2. GPS Precise Point Positioning Algorithms and Its Applications,P228.4
  3. Research on Pilot-based Channel Estimation in OFDM System,TN919.3
  4. Multiple regression models, variable selection problem,O212.1
  5. PT -based visual image processing algorithm turntable,TP391.41
  6. DNA microarray data variable selection method,Q811.4
  7. Variable Selection Methods Via the Elastic Net in Generalized Linear Models,O212.1
  8. Study of Ground Points Extraction and Curving Surface Fitting Algorithm from ALS Data,TP722
  9. The Application of Near Infrared Spectroscopy in Rapid Identification of the Fish Meal Quality,TS254.7
  10. The Application of Bootstrap in Real Option Pricing,F830.91
  11. The Application of the Least-Squares Monte Carlo Methode in Pricing American Options,F830.91
  12. Non-linear Time-Varying System Modeling Using Time-Varying High-Order Neural Networks,TP183
  13. Research on Credit Risk Assessment of Enterprises Based on Support Vector Machine,F224
  14. Research and Application of Algorithms for the Detection of Architectural Distortion in Mammograms,TP391.41
  15. Research on RFID Time Delay Estimating Algorithm,TP391.44
  16. Soft Sensing of Cuprum Ion Concentration Based on Machine-Vision for Extraction Process,TP274
  17. Study of Coal Mine Dust On-Line Monitoring System,TP277
  18. Researches on Algorithm and Application of LS-SVM,TP183
  19. Cold-rolled Temperature Control Model,TP273
  20. Research on Adaptive Tracking Structural Damage Using Incomplete Measurement,TP274
  21. Quantitative and Qualitative Analysis of Drugs by Near Infrared Spectroscopy Technology,O657.33

CLC: > Mathematical sciences and chemical > Mathematics > Probability Theory and Mathematical Statistics > Theory of probability ( probability theory, probability theory ) > Random process
© 2012 www.DissertationTopic.Net  Mobile