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