M-estimation-based variable selection for single-index model

zbMATH Open1399.62068MaRDI QIDQ3175162FDOQ3175162

Authors: Ya-Feng Xia, Erzhong Chang 

Publication date: 18 July 2018

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zbMATH Keywords

variable selectionM-estimationsingle-index modeladaptive LassoB-spline

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Numerical computation using splines (65D07)

Cited In (8)

• Local Walsh-average-based estimation and variable selection for single-index models
• Variable selection for the single-index model
• Bayesian estimation and variable selection for single index models
• Single-index model selections
• BS-SIM: an effective variable selection method for high-dimensional single index model
• Variable selection of partially linear single-index models
• A single-index model with multiple-links
• Penalized estimation equation for an extended single-index model

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