Robust and efficient direction identification for groupwise additive multiple-index models and its applications (Q2398077)
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scientific article; zbMATH DE number 6760268
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| English | Robust and efficient direction identification for groupwise additive multiple-index models and its applications |
scientific article; zbMATH DE number 6760268 |
Statements
Robust and efficient direction identification for groupwise additive multiple-index models and its applications (English)
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15 August 2017
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robust
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variable selection
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high dimensionality
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index estimation
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multiple-index models
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composite quantile regression (CQR)
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0.8364933133125305
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0.7627535462379456
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0.7602813839912415
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0.7595503926277161
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0.7575472593307495
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