A novel regularization method for estimation and variable selection in multi-index models
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- A nonlinear multi-dimensional variable selection method for high dimensional data: sparse MAVE
- ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
- An Adaptive Estimation of Dimension Reduction Space
- Convergence of a block coordinate descent method for nondifferentiable minimization
- Coordinate great circle descent algorithm with application to single-index models
- Dimension reduction for conditional mean in regression
- Fourier Methods for Estimating the Central Subspace and the Central Mean Subspace in Regression
- Model Selection and Estimation in Regression with Grouped Variables
- On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
- Pathwise coordinate optimization
- Penalized minimum average variance estimation
- Sliced Inverse Regression with Regularizations
- Structure adaptive approach for dimension reduction.
- The elements of statistical learning. Data mining, inference, and prediction
- The solution path of the generalized lasso
- Using the Bootstrap to Select One of a New Class of Dimension Reduction Methods
Cited in
(3)
This page was built for publication: A novel regularization method for estimation and variable selection in multi-index models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5866048)
