Simultaneous estimation for semi-parametric multi-index models

DOI10.1080/00949655.2019.1617291OpenAlexW2945851129WikidataQ127851347 ScholiaQ127851347MaRDI QIDQ5107460

Yuan Xue, Wenbo Wu, Haileab Hilafu

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/10.1080/00949655.2019.1617291

zbMATH Keywords

group Lassosufficient dimension reductionsemi-parametric modelminimum average variance estimator

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

High-dimensional local polynomial regression with variable selection and dimension reduction

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