Single-index model selections

DOI10.1093/BIOMET/88.3.821zbMath0988.62042OpenAlexW2024139929MaRDI QIDQ2775615

Prasad A. Naik, Chih-Ling Tsai

Publication date: 27 June 2002

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/8564f542c999aa64baed1ac266132fea77ebef82

zbMATH Keywords

local polynomial regressionsimulationsvariable selectionsliced inverse regressionhedonic price functionsmoothing parameter estimator

Mathematics Subject Classification ID

Linear inference, regression (62J99) Statistical aspects of information-theoretic topics (62B10)

Related Items (32)

Bayesian analysis of generalized partially linear single-index models ⋮ Variable selection and semiparametric efficient estimation for the heteroscedastic partially linear single-index model ⋮ Markov-switching model selection using Kullback-Leibler divergence ⋮ Transformation-based estimation ⋮ Iterative Bias Correction of the Cross-Validation Criterion ⋮ Residual information criterion for single-index model selections ⋮ On Distribution-Weighted Partial Least Squares with Diverging Number of Highly Correlated Predictors ⋮ Multivariate partially linear single-index models: Bayesian analysis ⋮ Robust direction identification and variable selection in high dimensional general single-index models ⋮ Penalized least squares for single index models ⋮ Estimation and testing for panel data partially linear single-index models with errors correlated in space and time ⋮ Bayesian nonparametric modelling of the link function in the single-index model using a Bernstein–Dirichlet process prior ⋮ Stable direction recovery in single-index models with a diverging number of predictors ⋮ Variable selection for single-index varying-coefficients models with applications to synergistic \(\mathrm{G} \times \mathrm{E}\) interactions ⋮ Non-convex penalized estimation in high-dimensional models with single-index structure ⋮ A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates ⋮ Quantile regression and variable selection for the single-index model ⋮ Generalized additive models with unknown link function including variable selection ⋮ Dimension reduction based on constrained canonical correlation and variable filtering ⋮ Constrained regression model selection ⋮ Isotonic single-index model for high-dimensional database marketing ⋮ Bayesian estimation and variable selection for single index models ⋮ Estimation of single index model with missing response at random ⋮ Adaptive confidence region for the direction in semiparametric regressions ⋮ Weighted estimation of single index models with right censored responses ⋮ Selection Strategy for Covariance Structure of Random Effects in Linear Mixed-effects Models ⋮ Variable selection for single-index models based on martingale difference divergence ⋮ Corrected Mallows criterion for model averaging ⋮ Analysis of panel data partially linear single-index models with serially correlated errors ⋮ Nonparametric estimation of the link function including variable selection ⋮ Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data ⋮ Smoothing parameter selection in quasi-likelihood models

This page was built for publication: Single-index model selections