Penalized minimum average variance estimation

DOI10.5705/ss.2011.275zbMath1379.62049OpenAlexW2121472144MaRDI QIDQ4921666

Tao Wang, Pei-Rong Xu, Li Xing Zhu

Publication date: 13 May 2013

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/73d8d4a2ec4aa43f758091829937ea62a12f34f4

zbMATH Keywords

dimension reductionvariable selectionoracle propertysufficient dimension reductionsingle-index modelminimum average variance estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

Related Items (12)

Statistical inference on asymptotic properties of two estimators for the partially linear single-index models ⋮ Variable selection through adaptive MAVE ⋮ High-dimensional local polynomial regression with variable selection and dimension reduction ⋮ Simultaneous estimation for semi-parametric multi-index models ⋮ An ensemble of inverse moment estimators for sufficient dimension reduction ⋮ A distribution-based Lasso for a general single-index model ⋮ Minimum average variance estimation with group Lasso for the multivariate response central mean subspace ⋮ Minimum average deviance estimation for sufficient dimension reduction ⋮ Dimension reduction regressions with measurement errors subject to additive distortion ⋮ Variable selection and estimation for semi-parametric multiple-index models ⋮ A novel regularization method for estimation and variable selection in multi-index models ⋮ Robust estimation for partial linear single-index models

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