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

DOI10.5705/SS.202021.0009OpenAlexW4200012505WikidataQ114013802 ScholiaQ114013802MaRDI QIDQ6092965FDOQ6092965

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

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• Nonparametric stochastic frontiers: a local maximum likelihood approach
• Partial linear varying multi-index coefficient model for integrative gene-environment interactions
• Sparse single-index model
• Semiparametric estimation of conditional heteroscedasticity via single-index modeling

Cited In (1)

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

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