The adaptive LASSO spline estimation of single-index model
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Publication:328835
DOI10.1007/S11424-015-4014-3zbMATH Open1348.62140OpenAlexW829598722MaRDI QIDQ328835FDOQ328835
Authors: Yiqiang Lu, Riquan Zhang, Bin Hu 
Publication date: 21 October 2016
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-015-4014-3
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Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) 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
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- A practical guide to splines.
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Semiparametric methods in econometrics
- Investigating Smooth Multiple Regression by the Method of Average Derivatives
- Unified LASSO Estimation by Least Squares Approximation
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- An Adaptive Estimation of Dimension Reduction Space
- Spline estimation of single-index models
- Variable selection in a class of single-index models
Cited In (6)
- Single-index quantile regression with left truncated data
- Variable selection via generalized SELO-penalized Cox regression models
- Variable selection in a class of single-index models
- A model-embedded trend test with incorporating Hardy-Weinberg equilibrium information
- Locally penalized single-index model using B-splines and spherical coordinates
- The adaptive L1-penalized LAD regression for partially linear single-index models
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