A distribution-based Lasso for a general single-index model
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Publication:2018911
DOI10.1007/S11425-014-4891-2zbMATH Open1308.62043OpenAlexW2028833012MaRDI QIDQ2018911FDOQ2018911
Authors: Tao Wang, Li-Xing Zhu 
Publication date: 26 March 2015
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-014-4891-2
Recommendations
- Robust direction identification and variable selection in high dimensional general single-index models
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Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)
Cites Work
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- Estimation of the mean of a multivariate normal distribution
- Optimal smoothing in single-index models
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- Sliced Inverse Regression for Dimension Reduction
- Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data
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Cited In (17)
- Dimension reduction regressions with measurement errors subject to additive distortion
- Partial linear single-index models with additive distortion measurement errors
- Exploring the constant coefficient of a single-index variation
- Stable direction recovery in single-index models with a diverging number of predictors
- Dimension reduction via adaptive slicing
- Local Walsh-average-based estimation and variable selection for single-index models
- Asymtotics of Dantzig selector for a general single-index model
- The adaptive LASSO spline estimation of single-index model
- Robust inference for high‐dimensional single index models
- Estimation of the error distribution function for partial linear single-index models
- Single-index modal regression via outer product gradients
- Trace pursuit variable selection for multi-population data
- Penalized LAD regression for single-index models
- Distributional (Single) Index Models
- Estimation and hypothesis test for single-index multiplicative models
- Title not available (Why is that?)
- Grouped rank centrality: ranking and grouping from pairwise comparisons simultaneously
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