Estimation and variable selection for generalised partially linear single-index models

DOI10.1080/10485252.2013.841156MaRDI QIDQ5419460zbMATH OpenOpenAlexFDO

Authors Peng Lai, Ye Tian, Heng Lian

Publication date 6 June 2014

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485252.2013.841156

zbMATH Keywords

variable selectionquasi-likelihoodoracle propertySCAD penalty

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) General nonlinear regression (62J02) Statistical ranking and selection procedures (62F07) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

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Cites work

• Empirical likelihood inference in partially linear single-index models for longitudinal data
• Estimation and testing for partially linear single-index models
• Identifiability of single-index models and additive-index models
• Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors
• On extended partially linear single-index models
• Optimal smoothing in single-index models
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• The Adaptive Lasso and Its Oracle Properties
• The EFM approach for single-index models
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection in semiparametric regression modeling

Cited in

(12)

• Variable selection for the partial linear single-index model
• scientific article; zbMATH DE number 7502392 (Why is no real title available?)
• Estimation and variable selection for generalized additive partial linear models
• Generalized partially linear single index model with measurement error, instruments and binary response
• Estimation and variable selection for proportional response data with partially linear single-index models
• Estimation and variable selection for quantile partially linear single-index models
• Linearity identification for general partial linear single-index models
• Separation of linear and index covariates in partially linear single-index models
• Variable selection and debiased estimation for single‐index expectile model
• Shrinkage estimation of partially linear single-index models
• Variable selection in generalized estimating equations via empirical likelihood and Gaussian pseudo-likelihood
• Estimation and inference in ultrahigh-dimensional partially linear single-index models

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