A distribution-based Lasso for a general single-index model
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Publication:2018911
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Cites work
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 1220060 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- A nonlinear multi-dimensional variable selection method for high dimensional data: sparse MAVE
- A note on shrinkage sliced inverse regression
- Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data
- Coordinate-independent sparse sufficient dimension reduction and variable selection
- Efficient estimation in sufficient dimension reduction
- Estimation of the mean of a multivariate normal distribution
- Extended Bayesian information criteria for model selection with large model spaces
- Least angle regression. (With discussion)
- Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors
- Nonconcave penalized likelihood with a diverging number of parameters.
- Nonparametric checks for single-index models
- On almost linearity of low dimensional projections from high dimensional data
- On distribution-weighted partial least squares with diverging number of highly correlated predictors
- Optimal smoothing in single-index models
- Pathwise coordinate optimization
- Penalized composite quasi-likelihood for ultrahigh dimensional variable selection
- Penalized minimum average variance estimation
- Regression analysis under link violation
- Regularization and Variable Selection Via the Elastic Net
- Regularization for Cox's proportional hazards model with NP-dimensionality
- Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
- Shrinkage Inverse Regression Estimation for Model-Free Variable Selection
- Shrinkage tuning parameter selection with a diverging number of parameters
- Sliced Inverse Regression for Dimension Reduction
- Sparse sufficient dimension reduction
- Sufficient Dimension Reduction via Inverse Regression
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Sure independence screening in generalized linear models with NP-dimensionality
- Variable selection in a class of single-index models
Cited in
(17)- scientific article; zbMATH DE number 7306923 (Why is no real title available?)
- Exploring the constant coefficient of a single-index variation
- Grouped rank centrality: ranking and grouping from pairwise comparisons simultaneously
- Penalized LAD regression for single-index models
- Dimension reduction regressions with measurement errors subject to additive distortion
- Estimation of the error distribution function for partial linear single-index models
- Estimation and hypothesis test for single-index multiplicative models
- Distributional (Single) Index Models
- Stable direction recovery in single-index models with a diverging number of predictors
- Robust inference for high‐dimensional single index models
- Dimension reduction via adaptive slicing
- Asymtotics of Dantzig selector for a general single-index model
- Single-index modal regression via outer product gradients
- The adaptive LASSO spline estimation of single-index model
- Local Walsh-average-based estimation and variable selection for single-index models
- Partial linear single-index models with additive distortion measurement errors
- Trace pursuit variable selection for multi-population data
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