High dimensional single index models (Q2350065)

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Language	Label	Description	Also known as
English	High dimensional single index models	scientific article

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scholarly article

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High dimensional single index models (English)

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zbMATH Open document ID

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10.1016/j.jmva.2015.02.007

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Peter Radchenko

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Journal of Multivariate Analysis

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publication date

18 June 2015

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

nonlinear regression

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high-dimensional data

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single index model

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sparsity

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regularization

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jmva.2015.02.007

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Simultaneous analysis of Lasso and Dantzig selector

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Shrinkage Inverse Regression Estimation for Model-Free Variable Selection

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The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).

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Variable Selection With the Strong Heredity Constraint and Its Oracle Property

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The EFM approach for single-index models

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Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models

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On projection pursuit regression

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Optimal smoothing in single-index models

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Investigating Smooth Multiple Regression by the Method of Average Derivatives

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Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates

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Direct estimation of the index coefficient in a single-index model

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Variable selection in nonparametric additive models

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Semiparametric least squares (SLS) and weighted SLS estimation of single-index models

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Characterization of the asymptotic distribution of semiparametric M-estimators

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Sliced Inverse Regression with Regularizations

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High-dimensional additive modeling

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Lasso-type recovery of sparse representations for high-dimensional data

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A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers

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A note on shrinkage sliced inverse regression

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Penalized least squares for single index models

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Nonlinear least-squares estimation

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Variable Selection Using Adaptive Nonlinear Interaction Structures in High Dimensions

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Variable Inclusion and Shrinkage Algorithms

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Sparse Additive Models

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Weak convergence and empirical processes. With applications to statistics

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Non-convex penalized estimation in high-dimensional models with single-index structure

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A nonlinear multi-dimensional variable selection method for high dimensional data: sparse MAVE

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Asymptotic properties of sufficient dimension reduction with a diverging number of predictors

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An Adaptive Estimation of Dimension Reduction Space

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Penalized Spline Estimation for Partially Linear Single-Index Models

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Dimension reduction and predictor selection in semiparametric models

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Dimension reduction based on constrained canonical correlation and variable filtering

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Local asymptotics for regression splines and confidence regions

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Model-Free Feature Screening for Ultrahigh-Dimensional Data

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Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors

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mardi Publication:2350065

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