A robust and efficient estimation and variable selection method for partially linear single-index models

DOI10.1016/j.jmva.2014.04.024zbMath1288.62066OpenAlexW2090998835MaRDI QIDQ2015069

Hu Yang, Jing Yang

Publication date: 18 June 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2014.04.024

zbMATH Keywords

variable selectionrobust estimationoracle propertylocal modal regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Nonparametric estimation (62G05) Monte Carlo methods (65C05)

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