Variable selection for the partial linear single-index model
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Publication:2013035
DOI10.1007/s10255-017-0666-1zbMath1368.62058OpenAlexW2610129649MaRDI QIDQ2013035
Publication date: 3 August 2017
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-017-0666-1
Related Items
Detection of marginal heteroscedasticity for partial linear single-index models ⋮ Estimation of the error distribution function for partial linear single-index models ⋮ Sparse semiparametric regression when predictors are mixture of functional and high-dimensional variables ⋮ Empirical likelihood in single-index quantile regression with high dimensional and missing observations ⋮ Variable selection for single-index varying-coefficients models with applications to synergistic \(\mathrm{G} \times \mathrm{E}\) interactions ⋮ Nonlinear regression models with single‐index heteroscedasticity ⋮ Estimation and hypothesis test for single-index multiplicative models ⋮ Detection of the symmetry of model errors for partial linear single-index models
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