An alternating determination-optimization approach for an additive multi-index model
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Publication:434994
DOI10.1016/j.csda.2011.12.004zbMath1243.62041MaRDI QIDQ434994
Publication date: 16 July 2012
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2011.12.004
dimension reduction; spline approximation; Bayesian information criterion; projected gradient method; hierarchical type LASSO
62G08: Nonparametric regression and quantile regression
62H12: Estimation in multivariate analysis
62G05: Nonparametric estimation
Uses Software