Estimation and variable selection in partial linear single index models with error-prone linear covariates

DOI10.1080/02331888.2013.800519zbMATH Open1367.62131OpenAlexW1985815817MaRDI QIDQ2934843FDOQ2934843

Authors: Jun Zhang, Xiaoguang Wang, Yao Yu, Yujie Gai 

Publication date: 22 December 2014

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2013.800519

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zbMATH Keywords

SCADlocal linear smoothingsingle-indexerror-proneancillary variablesprofile least square method

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

Cites Work

• Nearly unbiased variable selection under minimax concave penalty
• Estimating the dimension of a model
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• Optimal smoothing in single-index models
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• High-dimensional graphs and variable selection with the Lasso
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• Penalized Spline Estimation for Partially Linear Single-Index Models
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• Sparse recovery under matrix uncertainty
• Estimation and testing for partially linear single-index models
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• Maximum likelihood identification of Gaussian autoregressive moving average models
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• Generalization of constraints for high dimensional regression problems
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Cited In (17)

• Statistical estimation in partially linear single-index models with error-prone linear covariates
• Adaptive testing for the partially linear single-index model with error-prone linear covariates
• Statistical inference on restricted partial linear regression models with partial distortion measurement errors
• Variable selection for the partial linear single-index model
• Efficient estimation for marginal generalized partially linear single-index models with longitudinal data
• Statistical inferences for partially linear single-index models with error-prone linear covariates
• Statistical inference on restricted linear regression models with partial distortion measurement errors
• A constructive hypothesis test for the single-index models with two groups
• Separation of linear and index covariates in partially linear single-index models
• Estimation in a partially linear single-index model with missing response variables and error-prone covariates
• Checking the adequacy for a distortion errors-in-variables parametric regression model
• Estimation and variable selection for partial linear single-index distortion measurement errors models
• Variable selection for single-index varying-coefficients models with applications to synergistic \(\mathrm{G} \times \mathrm{E}\) interactions
• Statistical inference on partial linear additive models with distortion measurement errors
• Title not available (Why is that?)
• Partial-linear single-index transformation models with censored data
• Single-index relative error regression models

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