A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates (Q1950897)

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A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates
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    A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates (English)
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    28 May 2013
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    coordinate-independent sparse estimation (CISE)
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    cumulative slicing estimation
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    high-dimensional covariate
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    inverse regression
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    partially linear models
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    profile likelihood
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    sufficient dimension reduction
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