The adaptive L1-penalized LAD regression for partially linear single-index models

DOI10.1016/J.JSPI.2014.04.003MaRDI QIDQ2454024zbMATH OpenOpenAlexFDO

Authors Hu Yang, Jing Yang

Publication date 12 June 2014

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2014.04.003

zbMATH Keywords

adaptive penalizationleast absolute deviation (LAD) regressionoracle propertypartially linear single-index models (PLSIMs)variable selection

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

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Cited in

(7)

• Penalized LAD regression for single-index models
• The adaptive LASSO spline estimation of single-index model
• Statistical inference on asymptotic properties of two estimators for the partially linear single-index models
• WLAD-LASSO method for robust estimation and variable selection in partially linear models
• Estimation and variable selection for a class of quantile regression models with multiple index
• Bayesian quantile regression and variable selection for partial linear single-index model: Using free knot spline
• Sparse and robust estimation with ridge minimax concave penalty

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