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

DOI10.1016/J.JMVA.2014.04.024MaRDI QIDQ2015069zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 845714 (Why is no real title available?)
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• Single-index composite quantile regression
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• The Adaptive Lasso and Its Oracle Properties
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Cited in

(24)

• A robust and efficient change point detection method for high-dimensional linear models
• Statistical inference on asymptotic properties of two estimators for the partially linear single-index models
• Robust variable selection in partially varying coefficient single-index model
• Robust statistical inference for varying-coefficient partially linear instrumental variable model based on modal regression
• Robust estimation for dynamic single index varying coefficient models
• A robust penalized estimation for identification in semiparametric additive models
• Estimation in partial linear model with spline modal function
• A robust and efficient estimation method for single index models
• Robust estimation for survival partially linear single-index 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 estimation for partially linear single-index model
• Robust confidence regions for the index and functional coefficients in the single-index varying coefficients regression model
• Estimation and variable selection for proportional response data with partially linear single-index models
• Robust modal estimation and variable selection for single-index varying-coefficient models
• Variable selection in partially linear additive models for modal regression
• 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
• Modal regression based efficient and robust estimation for longitudinal partially linear models
• Robust estimation for varying coefficient partially linear model based on MAVE
• Penalized LAD regression for single-index models
• Quantile regression of partially linear single-index model with missing observations
• Optimal subsampling for modal regression in massive data

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