A distribution-based Lasso for a general single-index model
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Publication:2018911
DOI10.1007/s11425-014-4891-2zbMath1308.62043OpenAlexW2028833012MaRDI QIDQ2018911
Publication date: 26 March 2015
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-014-4891-2
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)
Related Items (12)
Dimension reduction via adaptive slicing ⋮ Asymtotics of Dantzig selector for a general single-index model ⋮ Estimation of the error distribution function for partial linear single-index models ⋮ Robust inference for high‐dimensional single index models ⋮ Partial linear single-index models with additive distortion measurement errors ⋮ Exploring the constant coefficient of a single-index variation ⋮ Trace pursuit variable selection for multi-population data ⋮ Local Walsh-average-based estimation and variable selection for single-index models ⋮ Estimation and hypothesis test for single-index multiplicative models ⋮ Single-index modal regression via outer product gradients ⋮ Dimension reduction regressions with measurement errors subject to additive distortion ⋮ Unnamed Item
Uses Software
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