Robust direction identification and variable selection in high dimensional general single-index models (Q892888)
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scientific article; zbMATH DE number 6508000
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust direction identification and variable selection in high dimensional general single-index models |
scientific article; zbMATH DE number 6508000 |
Statements
Robust direction identification and variable selection in high dimensional general single-index models (English)
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12 November 2015
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quantile regression
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variable selection
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oracle property
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single-index structure
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high dimension
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0.8880505
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0.8848649
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0.88013774
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0.87521994
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0.8732361
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0.87209755
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0.87139136
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