Structured Ultrahigh Dimensional Multiple-Index Models with Efficient Estimation in Computation And Theory (Q6092965)
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scientific article; zbMATH DE number 7769937
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| English | Structured Ultrahigh Dimensional Multiple-Index Models with Efficient Estimation in Computation And Theory |
scientific article; zbMATH DE number 7769937 |
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Structured Ultrahigh Dimensional Multiple-Index Models with Efficient Estimation in Computation And Theory (English)
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23 November 2023
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high-dimensional covariates
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maximum likelihood estimation
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semiparametrical efficiency
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structured multiple-index models
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variable selection
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