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Variable selection and direction estimation for single-index models via DC-TGDR method - MaRDI portal

Variable selection and direction estimation for single-index models via DC-TGDR method (Q1782101)

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scientific article; zbMATH DE number 6938689
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Variable selection and direction estimation for single-index models via DC-TGDR method
scientific article; zbMATH DE number 6938689

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    Variable selection and direction estimation for single-index models via DC-TGDR method (English)
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    18 September 2018
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    distance covariance
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    high-dimensional data
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    threshold gradient directed regularization
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    single-index models
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    variable selection
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