Pages that link to "Item:Q1006667"

The following pages link to Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors (Q1006667):

Displaying 39 items.

• Single-index composite quantile regression with heteroscedasticity and general error distributions (Q259677) (← links)
• Weighted composite quantile regression for single-index models (Q276965) (← links)
• Non-convex penalized estimation in high-dimensional models with single-index structure (Q432323) (← links)
• On the consistency of coordinate-independent sparse estimation with BIC (Q450881) (← links)
• Single-index composite quantile regression (Q457304) (← links)
• Penalized least squares for single index models (Q622428) (← links)
• Stable direction recovery in single-index models with a diverging number of predictors (Q625784) (← links)
• The EFM approach for single-index models (Q638808) (← links)
• Variable selection in a class of single-index models (Q652608) (← links)
• Forward selection and estimation in high dimensional single index models (Q670181) (← links)
• Robust direction identification and variable selection in high dimensional general single-index models (Q892888) (← links)
• Adaptive confidence region for the direction in semiparametric regressions (Q968488) (← links)
• Variable selection and semiparametric efficient estimation for the heteroscedastic partially linear single-index model (Q1615234) (← links)
• Variable selection for high dimensional Gaussian copula regression model: an adaptive hypothesis testing procedure (Q1662864) (← links)
• Test by adaptive Lasso quantile method for real-time detection of a change-point (Q1669885) (← links)
• Local Walsh-average-based estimation and variable selection for single-index models (Q2010424) (← links)
• A distribution-based Lasso for a general single-index model (Q2018911) (← links)
• High-dimensional index volatility models via Stein's identity (Q2040038) (← links)
• High dimensional single-index Bayesian modeling of brain atrophy (Q2057356) (← links)
• Single-index quantile regression with left truncated data (Q2109301) (← links)
• Graph informed sliced inverse regression (Q2242175) (← links)
• Single-index modal regression via outer product gradients (Q2291303) (← links)
• Variable selection for covariate adjusted regression model (Q2341591) (← links)
• Spline estimation and variable selection for single-index prediction models with diverging number of index parameters (Q2348100) (← links)
• High dimensional single index models (Q2350065) (← links)
• Penalized estimation equation for an extended single-index model (Q2397050) (← links)
• Robust and efficient direction identification for groupwise additive multiple-index models and its applications (Q2398077) (← links)
• SCAD-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part (Q2637602) (← links)
• Partially linear structure selection in Cox models with varying coefficients (Q2846441) (← links)
• SCAD-penalised generalised additive models with non-polynomial dimensionality (Q3145392) (← links)
• Rapid penalized likelihood-based outlier detection via heteroskedasticity test (Q5106847) (← links)
• (Q5149040) (← links)
• Estimation and variable selection for generalised partially linear single-index models (Q5419460) (← links)
• Nonconcave penalized estimation for partially linear models with longitudinal data (Q5739649) (← links)
• Robust nonparametric derivative estimator (Q5867424) (← links)
• A selective overview of sparse sufficient dimension reduction (Q5880034) (← links)
• Targeted Inference Involving High-Dimensional Data Using Nuisance Penalized Regression (Q6044635) (← links)
• Semiparametric single index multi change points model with an application of environmental health study on mortality and temperature (Q6179756) (← links)
• Connections between two classes of estimators for single-index models (Q6590549) (← links)