High dimensional single index models

DOI10.1016/j.jmva.2015.02.007zbMath1328.62482OpenAlexW2038310356MaRDI QIDQ2350065

Peter Radchenko

Publication date: 18 June 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.02.007

zbMATH Keywords

regularizationnonlinear regressionhigh-dimensional datasparsitysingle index model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Diagnostics, and linear inference and regression (62J20)

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Uses Software

• hgam

Cites Work

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