Confidence intervals for high-dimensional partially linear single-index models
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Publication:290693
DOI10.1016/j.jmva.2016.03.007zbMath1341.62107OpenAlexW2314781732MaRDI QIDQ290693
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
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)
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High-dimensional sufficient dimension reduction through principal projections, Single-index composite quantile regression for ultra-high-dimensional data, Variable selection and debiased estimation for single‐index expectile model, Uniformly valid inference for partially linear high-dimensional single-index models, 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, A High‐dimensional Focused Information Criterion, Empirical likelihood for partially linear single-index models under negatively associated errors
Uses Software
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