A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates
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Publication:1950897
DOI10.1214/12-EJS744zbMath1295.62046OpenAlexW2075101818MaRDI QIDQ1950897
Jun Zhang, Hua Liang, Tao Wang, Li Xing Zhu
Publication date: 28 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1354284419
profile likelihoodsufficient dimension reductionpartially linear modelsinverse regressioncoordinate-independent sparse estimation (CISE)cumulative slicing estimationhigh-dimensional covariate
Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)
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