Structured Ultrahigh Dimensional Multiple-Index Models with Efficient Estimation in Computation And Theory

DOI10.5705/SS.202021.0009MaRDI QIDQ6092965zbMATH OpenOpenAlexWikidataFDO

Authors

Publication date 23 November 2023

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5705/ss.202021.0009

zbMATH Keywords

variable selectionmaximum likelihood estimationhigh-dimensional covariatessemiparametrical efficiencystructured multiple-index models

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 490141 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• scientific article; zbMATH DE number 3221828 (Why is no real title available?)
• scientific article; zbMATH DE number 3222478 (Why is no real title available?)
• A Multiple-Index Model and Dimension Reduction
• A unified approach to model selection and sparse recovery using regularized least squares
• Doubly Robust and Efficient Estimators for Heteroscedastic Partially Linear Single-Index Models Allowing high Dimensional Covariates
• Extended Bayesian information criteria for model selection with large model spaces
• Formulation and estimation of stochastic frontier production function models
• Generalized Partially Linear Single-Index Models
• Local partial-likelihood estimation for lifetime data
• Model-free feature screening for ultrahigh-dimensional data
• Nearly unbiased variable selection under minimax concave penalty
• Nonparametric stochastic frontiers: a local maximum likelihood approach
• Partial linear varying multi-index coefficient model for integrative gene-environment interactions
• Regularization and Variable Selection Via the Elastic Net
• Semiparametric estimation of conditional heteroscedasticity via single-index modeling
• Sparse single-index model
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(1)

• MILFM: Multiple index latent factor model based on high-dimensional features

This page was built for publication: Structured Ultrahigh Dimensional Multiple-Index Models with Efficient Estimation in Computation And Theory

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6092965)