The adaptive LASSO spline estimation of single-index model

DOI10.1007/S11424-015-4014-3MaRDI QIDQ328835zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

variable selectionoracle propertysingle-index modelB-splineadaptive LASSO

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)

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• Least angle regression. (With discussion)
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Semiparametric methods in econometrics
• Spline estimation of single-index models
• The Adaptive Lasso and Its Oracle Properties
• Unified LASSO Estimation by Least Squares Approximation
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection in a class of single-index models

Cited in

(11)

• The adaptive L1-penalized LAD regression for partially linear single-index models
• Single-index quantile regression with left truncated data
• Variable selection via generalized SELO-penalized Cox regression models
• M-estimation-based variable selection for single-index model
• Non-convex penalized estimation in high-dimensional models with single-index structure
• New efficient estimation and variable selection in models with single-index structure
• Variable selection in a class of single-index models
• Adaptive estimation in the single-index model via oracle approach
• A model-embedded trend test with incorporating Hardy-Weinberg equilibrium information
• B spline variable selection for the single index models
• Locally penalized single-index model using B-splines and spherical coordinates

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