An alternating determination-optimization approach for an additive multi-index model

DOI10.1016/J.CSDA.2011.12.004zbMath1243.62041OpenAlexW1995594986MaRDI QIDQ434994

Zhenghui Feng, Li Xing Zhu

Publication date: 16 July 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2011.12.004

zbMATH Keywords

dimension reductionspline approximationBayesian information criterionprojected gradient methodhierarchical type LASSO

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05)

Related Items (5)

Transformation-based estimation ⋮ Bayesian nonparametric modelling of the link function in the single-index model using a Bernstein–Dirichlet process prior ⋮ A link-free sparse group variable selection method for single-index model ⋮ On testing common indices for two multi-index models: a link-free approach ⋮ A constructive hypothesis test for the single-index models with two groups

Uses Software

• sm

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Dimension reduction and parameter estimation for additive index models
• Group variable selection via a hierarchical lasso and its oracle property
• Asymptotics for sliced average variance estimation
• A note on adaptive group Lasso
• The composite absolute penalties family for grouped and hierarchical variable selection
• A practical guide to splines
• Asymptotics for kernel estimate of sliced inverse regression
• Optimal smoothing in single-index models
• On the identifiability of additive index models
• Sufficient dimension reduction through discretization-expectation estimation
• On Directional Regression for Dimension Reduction
• Sliced Inverse Regression for Dimension Reduction
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Identification of Non-Linear Additive Autoregressive Models
• An Adaptive Estimation of Dimension Reduction Space
• Model Selection and Estimation in Regression with Grouped Variables
• Projected Gradient Methods for Nonnegative Matrix Factorization
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• On Sliced Inverse Regression With High-Dimensional Covariates

This page was built for publication: An alternating determination-optimization approach for an additive multi-index model