The adaptive LASSO spline estimation of single-index model

DOI10.1007/S11424-015-4014-3zbMath1348.62140OpenAlexW829598722MaRDI QIDQ328835

Bin Hu, Yiqiang Lu, Ri-quan Zhang

Publication date: 21 October 2016

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-015-4014-3

zbMATH Keywords

variable selectionB-splineoracle propertysingle-index modeladaptive LASSO

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric estimation (62G05)

Related Items (3)

A model-embedded trend test with incorporating Hardy-Weinberg equilibrium information ⋮ Variable selection via generalized SELO-penalized Cox regression models ⋮ Single-index quantile regression with left truncated data

Cites Work

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• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• An Adaptive Estimation of Dimension Reduction Space
• A practical guide to splines.

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