Robust and efficient direction identification for groupwise additive multiple-index models and its applications
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Publication:2398077
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Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates
- An Adaptive Estimation of Dimension Reduction Space
- Component selection in the additive regression model
- Composite quantile regression and the oracle model selection theory
- Composite quantile regression and variable selection of the partial linear single-index models
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- Dimension reduction for nonelliptically distributed predictors
- Direct estimation of the index coefficient in a single-index model
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- EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION
- Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
- Estimation and testing for partially linear single-index models
- Estimation for a marginal generalized single-index longitudinal model
- Estimation of a groupwise additive multiple-index model and its applications
- Estimation of general semi-parametric quantile regression
- Generalized Partially Linear Single-Index Models
- Groupwise dimension reduction
- Model-free feature screening for ultrahigh-dimensional data
- Nearly unbiased variable selection under minimax concave penalty
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- Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors
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- Regression Quantiles
- Sliced Inverse Regression for Dimension Reduction
- Sufficient Dimension Reduction via Inverse Regression
- Transformation-based estimation
- Two step composite quantile regression for single-index models
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection in nonparametric additive models
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