Uniformly valid inference for partially linear high-dimensional single-index models

DOI10.1016/j.jspi.2023.07.005MaRDI QIDQ6076567

Gerda Claeskens, Pieter Willems

Publication date: 17 October 2023

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

zbMATH Keywords

Gram-Schmidt orthogonalizationsingle-index model\(\ell_1\)-regularizationpartially linear modelvalid inferenceB-Spline estimation

Mathematics Subject Classification ID

Statistics (62-XX)

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