Single-index model selections

From MaRDI portal
Publication:2775615


DOI10.1093/biomet/88.3.821zbMath0988.62042MaRDI QIDQ2775615

Chih-Ling Tsai, Prasad A. Naik

Publication date: 27 June 2002

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/8564f542c999aa64baed1ac266132fea77ebef82


62J99: Linear inference, regression

62B10: Statistical aspects of information-theoretic topics


Related Items

Residual information criterion for single-index model selections, Markov-switching model selection using Kullback-Leibler divergence, Non-convex penalized estimation in high-dimensional models with single-index structure, Weighted estimation of single index models with right censored responses, Penalized least squares for single index models, Stable direction recovery in single-index models with a diverging number of predictors, Nonparametric estimation of the link function including variable selection, Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data, Robust direction identification and variable selection in high dimensional general single-index models, Dimension reduction based on constrained canonical correlation and variable filtering, Constrained regression model selection, Isotonic single-index model for high-dimensional database marketing, Bayesian estimation and variable selection for single index models, Estimation of single index model with missing response at random, Adaptive confidence region for the direction in semiparametric regressions, A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates, Selection Strategy for Covariance Structure of Random Effects in Linear Mixed-effects Models, Iterative Bias Correction of the Cross-Validation Criterion, On Distribution-Weighted Partial Least Squares with Diverging Number of Highly Correlated Predictors, Multivariate partially linear single-index models: Bayesian analysis, Smoothing parameter selection in quasi-likelihood models