Shrinkage estimation of partially linear single-index models
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Publication:2435757
DOI10.1016/j.spl.2013.06.019zbMath1282.62107OpenAlexW2068039083MaRDI QIDQ2435757
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
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
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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