Forward selection and estimation in high dimensional single index models
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Publication:670181
DOI10.1016/j.stamet.2016.09.002zbMath1487.62036WikidataQ57429414 ScholiaQ57429414MaRDI QIDQ670181
Publication date: 18 March 2019
Published in: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.stamet.2016.09.002
62G08: Nonparametric regression and quantile regression
62H12: Estimation in multivariate analysis
62J07: Ridge regression; shrinkage estimators (Lasso)
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