Variable selection and estimation for semi-parametric multiple-index models (Q2345120): Difference between revisions

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+.02654
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+Shrinkage Inverse Regression Estimation for Model-Free Variable Selection
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+Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
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+Asymptotic properties of the residual bootstrap for Lasso estimators
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+Bootstrapping Lasso Estimators
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+Coordinate-independent sparse sufficient dimension reduction and variable selection
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+Q4217298
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+Testing predictor contributions in sufficient dimension reduction.
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+Dimension reduction for conditional mean in regression
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+Sufficient Dimension Reduction via Inverse Regression
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+Comment
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+Least angle regression. (With discussion)
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Investigating Smooth Multiple Regression by the Method of Average Derivatives
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+Asymptotics for Lasso-type estimators.
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+Sliced Inverse Regression for Dimension Reduction
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+Model-Free Variable Selection
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+Groupwise Dimension Reduction
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+Estimation and testing for partially linear single-index models
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+Penalized least squares for single index models
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+Mixed-rates asymptotics
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+Estimating the dimension of a model
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+Q4864293
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+Unified LASSO Estimation by Least Squares Approximation
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+Tuning parameter selectors for the smoothly clipped absolute deviation method
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+Sliced Regression for Dimension Reduction
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+A nonlinear multi-dimensional variable selection method for high dimensional data: sparse MAVE
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+Penalized minimum average variance estimation
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+Non-convex penalized estimation in high-dimensional models with single-index structure
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+A Multiple-Index Model and Dimension Reduction
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+Semi-parametric estimation of partially linear single-index models
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+An Adaptive Estimation of Dimension Reduction Space
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+Dimension Reduction and Semiparametric Estimation of Survival Models
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+Using the Bootstrap to Select One of a New Class of Dimension Reduction Methods
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+Sufficient dimension reduction based on an ensemble of minimum average variance estimators
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+Successive direction extraction for estimating the central subspace in a multiple-index regres\-sion
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+Nearly unbiased variable selection under minimax concave penalty
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+Model-Free Feature Screening for Ultrahigh-Dimensional Data
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+The Adaptive Lasso and Its Oracle Properties
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+On the ``degrees of freedom'' of the lasso
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+W1997819072
@@ Property / OpenAlex ID: W1997819072 / rank @@
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