B spline variable selection for the single index models
From MaRDI portal
Publication:1685210
DOI10.1007/s00362-015-0721-zzbMath1416.62219OpenAlexW2230755670MaRDI QIDQ1685210
Jianbo Li, Yu'an Li, Ri-quan Zhang
Publication date: 13 December 2017
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-015-0721-z
Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20)
Related Items
Robust estimation and selection for single-index regression model ⋮ Polynomial spline estimation of panel count data model with an unknown link function ⋮ Variable selection for single-index varying-coefficients models with applications to synergistic \(\mathrm{G} \times \mathrm{E}\) interactions ⋮ Estimation and variable selection in single-index composite quantile regression ⋮ Rank-based shrinkage estimation for identification in semiparametric additive models ⋮ Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data ⋮ Weighted composite quantile regression for single index model with missing covariates at random ⋮ Efficient estimation in single index models through smoothing splines ⋮ Estimation of partially linear single-index spatial autoregressive model ⋮ Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The Adaptive Lasso and Its Oracle Properties
- Penalized least squares for single index models
- Variable selection in a class of single-index models
- Variable selection in high-dimensional double generalized linear models
- Model selection by LASSO methods in a change-point model
- On projection pursuit regression
- Bayesian estimation and variable selection for single index models
- On sparse estimation for semiparametric linear transformation models
- A numerical model for the isolation of moving-load induced vibrations by pile rows embedded in layered porous media
- A practical guide to splines
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Asymptotics for Lasso-type estimators.
- Direct estimation of the index coefficient in a single-index model
- Variable selection for Cox's proportional hazards model and frailty model
- Optimal smoothing in single-index models
- Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- The Dantzig Selector in Cox's Proportional Hazards Model
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- Variable selection for the single-index model
- Sliced Inverse Regression for Dimension Reduction
- Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
- Generalized Partially Linear Single-Index Models
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- On Single-Index Coefficient Regression Models
- An Adaptive Estimation of Dimension Reduction Space
- Semiparametric Estimation of Index Coefficients
- Comments on «Wavelets in statistics: A review» by A. Antoniadis
- Wavelets in statistics: A review
- An Efficient Semiparametric Estimator for Binary Response Models
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Adaptive Lasso for Cox's proportional hazards model