A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates

DOI10.1214/12-EJS744zbMATH Open1295.62046OpenAlexW2075101818MaRDI QIDQ1950897FDOQ1950897

Authors: Jun Zhang, Tao Wang, Hua Liang, Li-Xing Zhu 

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1354284419

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zbMATH Keywords

profile likelihoodsufficient dimension reductionpartially linear modelsinverse regressioncoordinate-independent sparse estimation (CISE)cumulative slicing estimationhigh-dimensional covariate

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

Cites Work

• High-dimensional additive modeling
• Sliced Regression for Dimension Reduction
• Approximation Theorems of Mathematical Statistics
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Optimal smoothing in single-index models
• Semi-parametric estimation of partially linear single-index models
• Title not available (Why is that?)
• Sliced Inverse Regression for Dimension Reduction
• Generalized Partially Linear Single-Index Models
• Penalized Spline Estimation for Partially Linear Single-Index Models
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• Estimation and testing for partially linear single-index models
• Covariance regularization by thresholding
• SCAD-penalized regression in high-dimensional partially linear models
• Sparsistency and rates of convergence in large covariance matrix estimation
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Regularized estimation of large covariance matrices
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• An Adaptive Estimation of Dimension Reduction Space
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• Dimension reduction in regressions through cumulative slicing estimation
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• Component selection and smoothing in multivariate nonparametric regression
• Variable selection in nonparametric additive models
• Semiparametric and nonparametric methods in econometrics
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• Adaptive thresholding for sparse covariance matrix estimation
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• On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
• Dimension Reduction for the Conditionalkth Moment in Regression
• Spline estimation of single-index models
• Estimation for a partial-linear single-index model
• Sparse sufficient dimension reduction
• Estimation in a semiparametric partially linear errors-in-variables model
• Convergence rates for parametric components in a partly linear model
• Estimation in Partially Linear Models With Missing Covariates
• On distribution-weighted partial least squares with diverging number of highly correlated predictors
• Single-index model selections
• The EFM approach for single-index models
• Robust rank correlation based screening
• Graphics for Regressions With a Binary Response
• Sufficient dimension reduction through discretization-expectation estimation
• Optimization algorithms exploiting unitary constraints
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• Efficient estimates in semiparametric additive regression models with unknown error distribution
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• Added-Variable Plots and Curvature in Linear Regression

Cited In (12)

• Partial linear modelling with multi-functional covariates
• Estimation and variable selection in partial linear single index models with error-prone linear covariates
• Statistical inference on restricted partial linear regression models with partial distortion measurement errors
• Confidence intervals for high-dimensional partially linear single-index models
• Title not available (Why is that?)
• Estimation and variable selection for a class of quantile regression models with multiple index
• Uniformly valid inference for partially linear high-dimensional single-index models
• Estimating the conditional single-index error distribution with a partial linear mean regression
• Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data
• Robust and efficient direction identification for groupwise additive multiple-index models and its applications
• Sparse single-index model
• Detection of the symmetry of model errors for partial linear single-index models

Uses Software

• hgam

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