The adaptive L1-penalized LAD regression for partially linear single-index models

DOI10.1016/j.jspi.2014.04.003zbMath1288.62065OpenAlexW2025758794MaRDI QIDQ2454024

Hu Yang, Jing Yang

Publication date: 12 June 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2014.04.003

zbMATH Keywords

variable selectionoracle propertyadaptive penalizationleast absolute deviation (LAD) regressionpartially linear single-index models (PLSIMs)

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

Related Items (4)

Statistical inference on asymptotic properties of two estimators for the partially linear single-index models ⋮ Estimation and variable selection for a class of quantile regression models with multiple index ⋮ Bayesian quantile regression and variable selection for partial linear single-index model: Using free knot spline ⋮ Sparse and robust estimation with ridge minimax concave penalty

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Estimation and testing for partially linear single-index models
• Single-index quantile regression
• The Adaptive Lasso and Its Oracle Properties
• Penalized least squares for single index models
• Estimation for a partial-linear single-index model
• A nonlinear multi-dimensional variable selection method for high dimensional data: sparse MAVE
• Estimating the dimension of a model
• Asymptotics for Lasso-type estimators.
• On the asymptotics of constrained \(M\)-estimation
• Robust estimates in generalized partially linear single-index models
• Estimation of general semi-parametric quantile regression
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
• Semi-parametric estimation of partially linear single-index models
• Better Subset Regression Using the Nonnegative Garrote
• Local Linear Quantile Regression
• Weak and strong uniform consistency of kernel regression estimates
• Generalized Partially Linear Single-Index Models
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Penalized Spline Estimation for Partially Linear Single-Index Models
• An Adaptive Estimation of Dimension Reduction Space
• Some Comments on C P

This page was built for publication: The adaptive L1-penalized LAD regression for partially linear single-index models