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

DOI10.1007/s11425-017-9262-3zbMath1454.62138OpenAlexW2972889590WikidataQ127283432 ScholiaQ127283432MaRDI QIDQ2010424

Fang Lu, Jing Yang, 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

zbMATH Keywords

asymptotic relative efficiencyvariable selectionsingle-index modelsoracle propertylocal Walsh-average regression

Mathematics Subject Classification ID

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

Related Items

Local Walsh-average regression for single index varying coefficient models, Penalized relative error estimation of functional multiplicative regression models with locally sparse properties

Uses Software

• R
• wwcode

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