New efficient estimation and variable selection in models with single-index structure

DOI10.1016/J.SPL.2014.02.019MaRDI QIDQ2453903zbMATH OpenOpenAlexFDO

Authors Lu Lin, Kangning Wang

Publication date 11 June 2014

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2014.02.019

zbMATH Keywords

oracle propertycomposite quantile regressionadaptive LASSOlinearity condition

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) General nonlinear regression (62J02) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 1220060 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
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• On Directional Regression for Dimension Reduction
• On almost linearity of low dimensional projections from high dimensional data
• Penalized least squares for single index models
• Regression analysis under link violation
• Semiparametric Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable
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• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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• Variable selection in a class of single-index models

Cited in

(10)

• Efficient estimation in heteroscedastic single-index models
• Local Walsh-average-based estimation and variable selection for single-index models
• Variable selection and estimation for semi-parametric multiple-index models
• Variable selection in a class of single-index models
• On an asymptotically more efficient estimation of the single-index model
• Efficient estimation in single index models through smoothing splines
• Variable selection and debiased estimation for single‐index expectile model
• Efficient estimation in conditional single-index regression
• Empirical likelihood in single-index quantile regression with high dimensional and missing observations
• Sparse Single Index Models for Multivariate Responses

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