Local Walsh-average-based estimation and variable selection for single-index models

DOI10.1007/S11425-017-9262-3zbMATH Open1454.62138OpenAlexW2972889590WikidataQ127283432 ScholiaQ127283432MaRDI QIDQ2010424FDOQ2010424

Authors: Jing Yang, Fang Lu, Hu Yang 

Publication date: 27 November 2019

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-017-9262-3

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zbMATH Keywords

variable selectionoracle propertysingle-index modelsasymptotic relative efficiencylocal Walsh-average regression

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)

Cites Work

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

Cited In (6)

• 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
• Local Walsh-average regression for single index varying coefficient models

Uses Software

• R
• wwcode

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