Robust and efficient direction identification for groupwise additive multiple-index models and its applications

DOI10.1007/S11749-016-0496-0zbMATH Open1422.62133OpenAlexW2422027637MaRDI QIDQ2398077FDOQ2398077

Lu Lin, Kangning Wang

Publication date: 15 August 2017

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-016-0496-0

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zbMATH Keywords

robustvariable selectionhigh dimensionalitymultiple-index modelscomposite quantile regression (CQR)index estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) General nonlinear regression (62J02) Asymptotic distribution theory in statistics (62E20)

Cites Work

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