An RKHS-based approach to double-penalized regression in high-dimensional partially linear models - Cui, Wenquan; Cheng, Haoyang; Sun, Jiajing (Journal of multivariate analysis, 2018)
Keywords: Eigen-analysis; High-dimensional data; Oracle property; Partially linear model; Representer theorem; Reproducing kernel Hilbert space; Sacks–Ylvisaker conditions; SCAD (smoothly clipped absolute deviation) penalty; High-dimensional data; Eigen-analysis; Reproducing kernel Hilbert space; 62G08; Sacks–Ylvisaker conditions; 62J07; Oracle property; 62G20; Representer theorem; 62F12; Partially linear model; SCAD (smoothly clipped absolute deviation) penalty