拉斯维加斯9888

Title（标题）：Structure Estimation in Semiparametric Regression

Speaker（汇报人）： Prof. Jian Huang, University of Iowa

Time（功夫）：2012年3月29日（周四）下午02:00-03:00

Place（地址）：拉斯维加斯9888新楼217教室

Abstract（提要）：In standard semiparametric regression models, the linear and nonparametric components are usually specified prior to data analysis. However, it is difficult to make such a specification in practice. We propose a group selection approach for determining which components are linear and which components should be modeled nonparametrically. We show that this approach can estimate the model structure correctly with high probability. We also show that the proposed approach yields an estimator that is semiparametrically efficient.