Single-index model selections

DOI10.1093/BIOMET/88.3.821zbMATH Open0988.62042OpenAlexW2024139929MaRDI QIDQ2775615FDOQ2775615

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

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zbMATH Keywords

variable selectionsliced inverse regressionsimulationslocal polynomial regressionhedonic price functionsmoothing parameter estimator

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Linear inference, regression (62J99)

Cited In (33)

• Quantile regression and variable selection for the single-index model
• Adaptive confidence region for the direction in semiparametric regressions
• Weighted estimation of single index models with right censored responses
• Multivariate partially linear single-index models: Bayesian analysis
• Bayesian nonparametric modelling of the link function in the single-index model using a Bernstein–Dirichlet process prior
• Iterative bias correction of the cross-validation criterion
• Markov-switching model selection using Kullback-Leibler divergence
• Transformation-based estimation
• Stable direction recovery in single-index models with a diverging number of predictors
• Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data
• Smoothing parameter selection in quasi-likelihood models
• The EFM approach for single-index models
• Non-convex penalized estimation in high-dimensional models with single-index structure
• Selection strategy for covariance structure of random effects in linear mixed-effects models
• Variable selection and semiparametric efficient estimation for the heteroscedastic partially linear single-index model
• Estimation and testing for panel data partially linear single-index models with errors correlated in space and time
• Bayesian estimation and variable selection for single index models
• Robust direction identification and variable selection in high dimensional general single-index models
• Penalized least squares for single index models
• A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates
• Estimation of single index model with missing response at random
• On distribution-weighted partial least squares with diverging number of highly correlated predictors
• Variable selection for single-index varying-coefficients models with applications to synergistic \(\mathrm{G} \times \mathrm{E}\) interactions
• Dimension reduction based on constrained canonical correlation and variable filtering
• Analysis of panel data partially linear single-index models with serially correlated errors
• Generalized additive models with unknown link function including variable selection
• Corrected Mallows criterion for model averaging
• Variable selection for single-index models based on martingale difference divergence
• Constrained regression model selection
• Nonparametric estimation of the link function including variable selection
• Bayesian analysis of generalized partially linear single-index models
• Isotonic single-index model for high-dimensional database marketing
• Residual information criterion for single-index model selections

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