Shrinkage estimation of partially linear single-index models

DOI10.1016/j.spl.2013.06.019zbMath1282.62107OpenAlexW2068039083MaRDI QIDQ2435757

Rongning Wu, Qin Wang

Publication date: 19 February 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2013.06.019

zbMATH Keywords

semiparametric estimationpartially linear modeladaptive lasso

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (4)

Confidence intervals for high-dimensional partially linear single-index models ⋮ Uniformly valid inference for partially linear high-dimensional single-index models ⋮ Single-index composite quantile regression for massive data ⋮ Robust variable selection in partially varying coefficient single-index model

Uses Software

• glmnet

Cites Work

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• Estimation and testing for partially linear single-index models
• The Adaptive Lasso and Its Oracle Properties
• Estimation for a partial-linear single-index model
• M-estimation for autoregression with infinite variance
• On the ``degrees of freedom of the lasso
• Semi-parametric estimation of partially linear single-index models
• Generalized Partially Linear Single-Index Models
• Penalized Spline Estimation for Partially Linear Single-Index Models

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