Confidence intervals for high-dimensional partially linear single-index models
DOI10.1016/J.JMVA.2016.03.007zbMATH Open1341.62107OpenAlexW2314781732MaRDI QIDQ290693FDOQ290693
Authors: Thomas Gueuning, Gerda Claeskens 
Publication date: 3 June 2016
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2016.03.007
Recommendations
- Empirical likelihood confidence regions of the parameters in a partially linear single-index model
- Confidence intervals for low dimensional parameters in high dimensional linear models
- Estimation and testing for partially linear single-index models
- On asymptotically optimal confidence regions and tests for high-dimensional models
- A bootstrap Lasso+partial ridge method to construct confidence intervals for parameters in high-dimensional sparse linear models
asymptotic normalityconfidence intervalhigh-dimensional datasparsitysingle-index modelregularized estimation
Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Parametric tolerance and confidence regions (62F25) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cites Work
- The Adaptive Lasso and Its Oracle Properties
- Least angle regression. (With discussion)
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Title not available (Why is that?)
- Semi-parametric estimation of partially linear single-index models
- High-dimensional graphs and variable selection with the Lasso
- Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
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- Generalized Partially Linear Single-Index Models
- Penalized Spline Estimation for Partially Linear Single-Index Models
- Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models
- Estimation and testing for partially linear single-index models
- On asymptotically optimal confidence regions and tests for high-dimensional models
- Semiparametric methods in econometrics
- A significance test for the lasso
- Scaled sparse linear regression
- Adaptive Lasso for sparse high-dimensional regression models
- Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap
- Variable selection in nonparametric additive models
- Frequentist Model Average Estimators
- Estimation for a partial-linear single-index model
- On various confidence intervals post-model-selection
- On extended partially linear single-index models
- Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
- Doubly Robust and Efficient Estimators for Heteroscedastic Partially Linear Single-Index Models Allowing high Dimensional Covariates
- A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates
- Shrinkage estimation of partially linear single-index models
Cited In (12)
- Conservative confidence intervals on multiple correlation coefficient for high-dimensional elliptical data using random projection methodology
- Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
- High-dimensional sufficient dimension reduction through principal projections
- A high-dimensional focused information criterion
- Single-index composite quantile regression for ultra-high-dimensional data
- Uniformly valid inference for partially linear high-dimensional single-index models
- Variable selection and debiased estimation for single‐index expectile model
- Partitioned Approach for High-dimensional Confidence Intervals with Large Split Sizes
- Empirical likelihood in single-index quantile regression with high dimensional and missing observations
- Model-Assisted Uniformly Honest Inference for Optimal Treatment Regimes in High Dimension
- Empirical likelihood for partially linear single-index models under negatively associated errors
- A bootstrap Lasso+partial ridge method to construct confidence intervals for parameters in high-dimensional sparse linear models
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