Stable direction recovery in single-index models with a diverging number of predictors

DOI10.1007/s11425-010-4026-3zbMath1233.62096OpenAlexW2025191082MaRDI QIDQ625784

Li Xing Zhu, Li-ping Zhu

Publication date: 25 February 2011

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-010-4026-3

zbMATH Keywords

sparsitysufficient dimension reductioninverse regressiondiverging parameters\(\ell_{1}\)-minimizationcar price datarestricted orthonormality

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20)

Related Items (4)

Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors ⋮ Tests for high-dimensional single-index models ⋮ Penalized profile least squares-based statistical inference for varying coefficient partially linear errors-in-variables models ⋮ Single-index modal regression via outer product gradients

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