Nonlinear generalization of the monotone single index model
From MaRDI portal
Publication:3383821
DOI10.1093/imaiai/iaaa013MaRDI QIDQ3383821
Zeljko Kereta, Valeriya Naumova, Timo Klock
Publication date: 16 December 2021
Published in: Information and Inference: A Journal of the IMA (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1902.09024
dimension reduction; high-dimensional regression; single index model; nonlinear methods; non-parametric regression
62Gxx: Nonparametric inference