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

DOI10.4310/SII.2018.v11.n1.a14OpenAlexW2745416417MaRDI QIDQ1782101

G. Richomme

Publication date: 18 September 2018

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/sii.2018.v11.n1.a14

zbMATH Keywords

high-dimensional datavariable selectionsingle-index modelsdistance covariancethreshold gradient directed regularization

Mathematics Subject Classification ID

Statistics (62-XX)

This page was built for publication: Variable selection and direction estimation for single-index models via DC-TGDR method