Simultaneous estimation for semi-parametric multi-index models (Q5107460)
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scientific article; zbMATH DE number 7193842
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simultaneous estimation for semi-parametric multi-index models |
scientific article; zbMATH DE number 7193842 |
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Simultaneous estimation for semi-parametric multi-index models (English)
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27 April 2020
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group Lasso
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minimum average variance estimator
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semi-parametric model
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sufficient dimension reduction
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