Penalized LAD Regression for Single-index Models (Q2821006): Difference between revisions

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+Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+On the asymptotics of constrained \(M\)-estimation
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+Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
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+Feature Screening via Distance Correlation Learning
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+Penalized least squares for single index models
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+Sparse estimation and inference for censored median regression
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+Shrinkage Estimation of the Varying Coefficient Model
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+A nonlinear multi-dimensional variable selection method for high dimensional data: sparse MAVE
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+Single-index quantile regression
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+An Adaptive Estimation of Dimension Reduction Space
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+Simultaneous estimation and variable selection in median regression using Lasso-type penalty
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+Local Linear Additive Quantile Regression
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+Model-Free Feature Screening for Ultrahigh-Dimensional Data
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+One-step sparse estimates in nonconcave penalized likelihood models
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