Local Walsh-average-based estimation and variable selection for single-index models
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Cites work
- A constructive approach to the estimation of dimension reduction directions
- A distribution-based Lasso for a general single-index model
- A single-index quantile regression model and its estimation
- Adaptive Lasso estimators for ultrahigh dimensional generalized linear models
- An Adaptive Estimation of Dimension Reduction Space
- Bayesian estimation and variable selection for single index models
- Direct estimation of the index coefficient in a single-index model
- Forward selection and estimation in high dimensional single index models
- Generalized Partially Linear Single-Index Models
- High dimensional single index models
- Investigating Smooth Multiple Regression by the Method of Average Derivatives
- Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
- Local Walsh-average regression
- Local Walsh-average regression for semiparametric varying-coefficient models
- Local rank inference for varying coefficient models
- Model detection and estimation for single-index varying coefficient model
- Non-convex penalized estimation in high-dimensional models with single-index structure
- Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors
- One-step sparse estimates in nonconcave penalized likelihood models
- Optimal smoothing in single-index models
- Penalized least squares for single index models
- Quadratic approximation via the SCAD penalty with a diverging number of parameters
- Rank-based inference for the single-index model
- Restricted profile estimation for partially linear models with large-dimensional covariates
- Robust direction identification and variable selection in high dimensional general single-index models
- Robust group non-convex estimations for high-dimensional partially linear models
- Robust nonparametric statistical methods
- SCAD-penalized least absolute deviation regression in high-dimensional models
- Semi-parametric estimation of partially linear single-index models
- Semiparametric quantile regression with high-dimensional covariates
- Single-index quantile regression
- Spline estimation and variable selection for single-index prediction models with diverging number of index parameters
- The Efficiency of Some Nonparametric Competitors of the $t$-Test
- Unified LASSO Estimation by Least Squares Approximation
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection for the single-index model
- Variable selection in a class of single-index models
- Variable selection in the high-dimensional continuous generalized linear model with current status data
- Wilcoxon-type generalized Bayesian information criterion
- \(L_1\)-regularized least squares for support recovery of high dimensional single index models with Gaussian designs
Cited in
(6)- Local Walsh-average regression for single index varying coefficient models
- Local Walsh-average-based estimation and variable selection for spatial single-index autoregressive models
- M-estimation-based variable selection for single-index model
- Local Walsh-average regression
- Penalized relative error estimation of functional multiplicative regression models with locally sparse properties
- Penalized estimation equation for an extended single-index model
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