Robust estimation and selection for single-index regression model

DOI10.1080/00949655.2019.1581781OpenAlexW2916754923MaRDI QIDQ5107397

Huybrechts F. Bindele, Asheber Abebe, Peng Zeng

Publication date: 27 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2019.1581781

zbMATH Keywords

asymptotic normalitystrong consistencyvariable selectionoracle propertyrank pseudo-norm

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) General nonlinear regression (62J02)

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