BS-SIM: an effective variable selection method for high-dimensional single index model

DOI10.1214/17-EJS1329zbMath1373.62248MaRDI QIDQ2408247

Yu Zhu, Longjie Cheng, Peng Zeng

Publication date: 12 October 2017

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1507255613

zbMATH Keywords

variable selectionLassoregression splinesingle index modelSICA

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (3)

Unnamed Item ⋮ Variable selection for single-index varying-coefficients models with applications to synergistic \(\mathrm{G} \times \mathrm{E}\) interactions ⋮ Unnamed Item

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