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scientific article; zbMATH DE number 7306908

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7306908

Statements

scholarly article

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publication date

5 February 2021

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full work available at URL

https://jmlr.csail.mit.edu/papers/v21/19-173.html

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zbMATH Keywords

high-dimensional data

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nonparametric

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oracle property

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variable selection

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SCAD

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MaRDI profile type

MaRDI publication profile

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Fast global convergence of gradient methods for high-dimensional statistical recovery

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Sparse single-index model

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\(\ell_1\)-penalized quantile regression in high-dimensional sparse models

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Generalized Partially Linear Single-Index Models

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The EFM approach for single-index models

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Slicing regression: A link-free regression method

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Strong oracle optimality of folded concave penalized estimation

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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Sure Independence Screening for Ultrahigh Dimensional Feature Space

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Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models

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Adaptive robust variable selection

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Investigating Smooth Multiple Regression by the Method of Average Derivatives

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Convergence rate of b-spline estimators of nonparametric conditional quantile functions<sup>∗</sup>

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Estimation in a semiparametric model for longitudinal data with unspecified dependence structure

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Semiparametric least squares (SLS) and weighted SLS estimation of single-index models

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Regression Quantiles

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Model Selection via Bayesian Information Criterion for Quantile Regression Models

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Sliced Inverse Regression for Dimension Reduction

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Can Tests for Jumps be Viewed as Tests for Clusters?

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Multiple Quantile Modelling via Reduced Rank Regression

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Estimation and testing for partially linear single-index models

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Identifiability of single-index models and additive-index models

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Inference for single-index quantile regression models with profile optimization

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L1-Regularized Least Squares for Support Recovery of High Dimensional Single Index Models with Gaussian Designs

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Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation

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Semiparametric Estimation of Index Coefficients

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High dimensional single index models

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Partially linear additive quantile regression in ultra-high dimension

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High-Dimensional Variable Selection With Reciprocal <i>L</i><sub>1</sub>-Regularization

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Additive regression and other nonparametric models

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Convex analysis approach to d. c. programming: Theory, algorithms and applications

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Spline estimation and variable selection for single-index prediction models with diverging number of index parameters

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Quantile regression in partially linear varying coefficient models

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Shrinkage Tuning Parameter Selection with a Diverging number of Parameters

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Estimation and variable selection for generalized additive partial linear models

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Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension

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Conditional growth charts. (With discussion and rejoinder)

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Partially linear modeling of conditional quantiles using penalized splines

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Single-index quantile regression

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An Adaptive Estimation of Dimension Reduction Space

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A globally convergent algorithm for nonconvex optimization based on block coordinate update

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Penalized Spline Estimation for Partially Linear Single-Index Models

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Nearly unbiased variable selection under minimax concave penalty

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

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Regularized quantile regression and robust feature screening for single index models

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The Adaptive Lasso and Its Oracle Properties

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Identifiers

Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:5149019

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