Variable selection in a class of single-index models

DOI10.1007/s10463-010-0287-4zbMath1230.62062OpenAlexW2086824138MaRDI QIDQ652608

Lin-Yi Qian, Jin-Guan Lin, Li-ping Zhu

Publication date: 14 December 2011

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-010-0287-4

zbMATH Keywords

dimension reductionoraclesparsitysliced inverse regressionadaptive lasso

Mathematics Subject Classification ID

Related Items (13)

The adaptive LASSO spline estimation of single-index model ⋮ Penalized estimation equation for an extended single-index model ⋮ Test by adaptive Lasso quantile method for real-time detection of a change-point ⋮ B spline variable selection for the single index models ⋮ Robust direction identification and variable selection in high dimensional general single-index models ⋮ Robust estimation and selection for single-index regression model ⋮ Quantile regression and variable selection for the single-index model ⋮ New efficient estimation and variable selection in models with single-index structure ⋮ Convex and non-convex regularization methods for spatial point processes intensity estimation ⋮ Local Walsh-average-based estimation and variable selection for single-index models ⋮ A distribution-based Lasso for a general single-index model ⋮ Efficient estimation in single index models through smoothing splines ⋮ Spline estimation and variable selection for single-index prediction models with diverging number of index parameters

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• Comment
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