Penalized estimation equation for an extended single-index model

DOI10.1007/S10463-015-0544-7zbMATH Open1398.62182OpenAlexW1822603566MaRDI QIDQ2397050FDOQ2397050

Authors: Yongjin Li, Qingzhao Zhang, Qihua Wang 

Publication date: 29 May 2017

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-015-0544-7

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zbMATH Keywords

variable selectionoracle propertysingle-index modeladaptive Lassosmoothly clipped absolute deviationpenalized estimating equations

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

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Cited In (4)

• Efficient penalized estimating method in the partially varying-coefficient single-index model
• Penalized least squares for single index models
• Penalized Estimating Equations
• Detection of marginal heteroscedasticity for partial linear single-index models

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