A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates
type: Item
instance of: scholarly article
title: A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates
zbMATH Open document ID: 1295.62046
DOI: 10.1214/12-EJS744
author: Jun Zhang
author: Tao Wang
author: Hua Liang
author: Li-Xing Zhu
published in: Electronic Journal of Statistics
publication date: 2013-05-28T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.ejs/1354284419
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62J02
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 6167029
zbMATH Keywords: coordinate-independent sparse estimation (CISE)
zbMATH Keywords: cumulative slicing estimation
zbMATH Keywords: high-dimensional covariate
zbMATH Keywords: inverse regression
zbMATH Keywords: partially linear models
zbMATH Keywords: profile likelihood
zbMATH Keywords: sufficient dimension reduction
describes a project that uses: hgam
MaRDI profile type: Publication
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OpenAlex ID: W2075101818