Robust direction identification and variable selection in high dimensional general single-index models

DOI10.1016/j.jkss.2015.04.001zbMath1327.62229OpenAlexW1987583324MaRDI QIDQ892888

Kang-Ning Wang

Publication date: 12 November 2015

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2015.04.001

zbMATH Keywords

quantile regressionvariable selectionoracle propertyhigh dimensionsingle-index structure

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)

Related Items (2)

Composite quantile estimation in partial functional linear regression model based on polynomial spline ⋮ Local Walsh-average-based estimation and variable selection for single-index models

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