Confidence intervals for high-dimensional partially linear single-index models
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Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates
- A significance test for the lasso
- Adaptive Lasso for sparse high-dimensional regression models
- Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
- Confidence intervals for low dimensional parameters in high dimensional linear models
- Doubly Robust and Efficient Estimators for Heteroscedastic Partially Linear Single-Index Models Allowing high Dimensional Covariates
- Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
- Estimation and testing for partially linear single-index models
- Estimation for a partial-linear single-index model
- Frequentist Model Average Estimators
- Generalized Partially Linear Single-Index Models
- High-dimensional graphs and variable selection with the Lasso
- Least angle regression. (With discussion)
- On asymptotically optimal confidence regions and tests for high-dimensional models
- On extended partially linear single-index models
- On various confidence intervals post-model-selection
- Penalized Spline Estimation for Partially Linear Single-Index Models
- Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap
- Scaled sparse linear regression
- Semi-parametric estimation of partially linear single-index models
- Semiparametric methods in econometrics
- Shrinkage estimation of partially linear single-index models
- The Adaptive Lasso and Its Oracle Properties
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection in nonparametric additive models
Cited in
(12)- A bootstrap Lasso+partial ridge method to construct confidence intervals for parameters in high-dimensional sparse linear models
- Variable selection and debiased estimation for single‐index expectile model
- Single-index composite quantile regression for ultra-high-dimensional data
- Partitioned Approach for High-dimensional Confidence Intervals with Large Split Sizes
- Empirical likelihood for partially linear single-index models under negatively associated errors
- Empirical likelihood in single-index quantile regression with high dimensional and missing observations
- High-dimensional sufficient dimension reduction through principal projections
- Conservative confidence intervals on multiple correlation coefficient for high-dimensional elliptical data using random projection methodology
- Model-Assisted Uniformly Honest Inference for Optimal Treatment Regimes in High Dimension
- A high-dimensional focused information criterion
- Uniformly valid inference for partially linear high-dimensional single-index models
- Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
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