Spline estimation and variable selection for single-index prediction models with diverging number of index parameters

DOI10.1016/j.jspi.2015.01.007zbMath1314.62103OpenAlexW2053437047MaRDI QIDQ2348100

Guannan Wang, Li Wang

Publication date: 10 June 2015

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2015.01.007

zbMATH Keywords

semiparametric regressionB-splineSCADdiverging parametersweakly dependent data

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Applications of statistics to environmental and related topics (62P12) Spline approximation (41A15)

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• On Single-Index Coefficient Regression Models
• An Adaptive Estimation of Dimension Reduction Space
• Semiparametric Estimation of Index Coefficients
• Comments on «Wavelets in statistics: A review» by A. Antoniadis
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