A robust and efficient estimation and variable selection method for partially linear single-index models

DOI10.1016/J.JMVA.2014.04.024zbMATH Open1288.62066OpenAlexW2090998835MaRDI QIDQ2015069FDOQ2015069

Authors: Hu Yang, Jing Yang 

Publication date: 18 June 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2014.04.024

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zbMATH Keywords

variable selectionrobust estimationoracle propertylocal modal regression

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Monte Carlo methods (65C05)

Cites Work

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• Robust estimation and variable selection for semiparametric partially linear varying coefficient model based on modal regression
• A new regression model: modal linear regression

Cited In (9)

• A robust penalized estimation for identification in semiparametric additive models
• Bayesian quantile regression and variable selection for partial linear single-index model: Using free knot spline
• Robust estimation for partial linear single-index models
• Robust confidence regions for the index and functional coefficients in the single-index varying coefficients regression model
• Robust direction identification and variable selection in high dimensional general single-index models
• A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates
• Single-index modal regression via outer product gradients
• Quantile regression of partially linear single-index model with missing observations
• Optimal subsampling for modal regression in massive data

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