Forward selection and estimation in high dimensional single index models (Q670181): Difference between revisions

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+An Empirical Distribution Function for Sampling with Incomplete Information
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+Shrinkage Inverse Regression Estimation for Model-Free Variable Selection
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+Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+On consistency in monotonic regression
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+FIRST: combining forward iterative selection and shrinkage in high dimensional sparse linear regression
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+Sliced Inverse Regression with Regularizations
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+A note on shrinkage sliced inverse regression
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+<i>L</i>           1-Regularization Path Algorithm for Generalized Linear Models
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+Penalized least squares for single index models
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+High dimensional single index models
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+Q4864293
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+Sparsity and Smoothness Via the Fused Lasso
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+Q3996207
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+Non-convex penalized estimation in high-dimensional models with single-index structure
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+A nonlinear multi-dimensional variable selection method for high dimensional data: sparse MAVE
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+An Adaptive Estimation of Dimension Reduction Space
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+Model Selection and Estimation in Regression with Grouped Variables
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+Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors
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+Regularization and Variable Selection Via the Elastic Net
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