Uniformly valid inference for partially linear high-dimensional single-index models

DOI10.1016/J.JSPI.2023.07.005MaRDI QIDQ6076567zbMATH OpenFDO

Authors P. Willems, Gerda Claeskens

Publication date 17 October 2023

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JSPI.2023.07.005

zbMATH Keywords

\(\ell_1\)-regularizationB-Spline estimationGram-Schmidt orthogonalizationpartially linear modelsingle-index modelvalid inference

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(1)

• Semiparametric Estimation for Error-Prone Partially Linear Single-Index Models

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