本文選題：適應(yīng)的Dantzig選擇器 + Oracle性質(zhì)�。� 參考：《中國(guó)科學(xué):數(shù)學(xué)》2017年07期

【摘要】：本文首先研究當(dāng)變量個(gè)數(shù)p較大、甚至關(guān)于樣本n指數(shù)速度增長(zhǎng)時(shí),高維稀疏線(xiàn)性回歸模型下適應(yīng)的Dantzig選擇器估計(jì)量的漸近性問(wèn)題.作為適應(yīng)的Dantzig選擇器的權(quán)重,當(dāng)回歸系數(shù)的初始估計(jì)取為某常數(shù)的相合估計(jì)時(shí),在一些常規(guī)條件下,本文證明了適應(yīng)的Dantzig選擇器具有Oracle性質(zhì).對(duì)于p≤n和pn兩種情形,本文也分別給出了易于實(shí)現(xiàn)的初始估計(jì)量.最后通過(guò)模擬驗(yàn)證了前面的理論結(jié)果.
[Abstract]:In this paper , we first study the asymptotic behavior of the Dantzig selector estimator under the high - dimensional sparse linear regression model when the number of variables p is larger , even when the sample n - index speed increases . As the adaptive Dantzig selector , this paper proves that the adaptive Dantzig selector has the Oracle property . For p 鈮，

本文編號(hào)：1915117