Penalized estimation equation for an extended single-index model

DOI10.1007/S10463-015-0544-7MaRDI QIDQ2397050zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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Cited in

(4)

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

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