Variable selection and estimation for semi-parametric multiple-index models
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Publication:2345120
DOI10.3150/13-BEJ566zbMath1388.62116arXiv1504.02654OpenAlexW1997819072MaRDI QIDQ2345120
Tao Wang, Pei-Rong Xu, Li Xing Zhu
Publication date: 19 May 2015
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1504.02654
Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20)
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Uses Software
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