Penalized least squares for single index models

DOI10.1016/j.jspi.2010.10.003zbMath1204.62070OpenAlexW1967289386MaRDI QIDQ622428

Tao Huang, Heng Peng

Publication date: 31 January 2011

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.2010.10.003

zbMATH Keywords

local polynomial regressionvariable selectionSCAD penaltysingle index modelnonconcave penalized least squares

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20)

Related Items

Variable selection of partially linear varying coefficient spatial autoregressive model, Penalized profile quasi-maximum likelihood method of partially linear spatial autoregressive model, Dimension reduction based on conditional multiple index density function, Sparse Single Index Models for Multivariate Responses, Joint estimation for single index mean-covariance models with longitudinal data, Robust and efficient direction identification for groupwise additive multiple-index models and its applications, Unnamed Item, Estimation and variable selection for a class of quantile regression models with multiple index, Detection of marginal heteroscedasticity for partial linear single-index models, Testing symmetry of model errors for nonparametric regression models by using correlation coefficient¹, Estimation for a partially linear single-index varying-coefficient model, Partial index additive models with additive distortion measurement errors, Measuring the symmetry of model errors for varying coefficient regression models based on correlation coefficient, Single-index relative error regression models, On the single-index model estimate of the conditional density function: consistency and implementation, Estimation of the error distribution function for partial linear single-index models, Estimation and hypothesis test for partial linear single-index multiplicative models, Fused kernel-spline smoothing for repeatedly measured outcomes in a generalized partially linear model with functional single index, B spline variable selection for the single index models, Local Walsh-average regression for single index varying coefficient models, Robust direction identification and variable selection in high dimensional general single-index models, Partial linear additive distortion measurement errors models, Estimation of correlation coefficient with general distortion measurement errors, Bayesian nonparametric modelling of the link function in the single-index model using a Bernstein–Dirichlet process prior, A new test for heteroscedasticity in single-index models, Penalized estimation of a class of single‐index varying‐coefficient models for integrative genomic analysis, Variable selection for single-index varying-coefficients models with applications to synergistic \(\mathrm{G} \times \mathrm{E}\) interactions, Nonlinear regression models with single‐index heteroscedasticity, Model checking for multiplicative linear regression models with mixed estimators, Semi‐parametric Estimation in a Single‐index Model with Endogenous Variables, Partial linear single-index models with additive distortion measurement errors, Estimation and variable selection in single-index composite quantile regression, Quantile regression and variable selection for the single-index model, Estimator of a change point in single index models, New efficient estimation and variable selection in models with single-index structure, The adaptive L1-penalized LAD regression for partially linear single-index models, Exploring the constant coefficient of a single-index variation, Isotonic regression meets Lasso, Forward selection and estimation in high dimensional single index models, Local Walsh-average-based estimation and variable selection for single-index models, Estimation and hypothesis test for single-index multiplicative models, A constructive hypothesis test for the single-index models with two groups, Weighted composite quantile regression for single index model with missing covariates at random, Single-index modal regression via outer product gradients, Dimension reduction regressions with measurement errors subject to additive distortion, Inverse probability weighted estimators for single-index models with missing covariates, Efficient estimation in single index models through smoothing splines, High dimensional single-index Bayesian modeling of brain atrophy, Penalized LAD Regression for Single-index Models, Estimation and variable selection for partial linear single-index distortion measurement errors models, Variable selection and estimation for semi-parametric multiple-index models, Detection of the symmetry of model errors for partial linear single-index models, Spline estimation and variable selection for single-index prediction models with diverging number of index parameters, Model detection and estimation for single-index varying coefficient model, High dimensional single index models, Robust MAVE for single-index varying-coefficient models, Robust estimation for partial linear single-index models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The Adaptive Lasso and Its Oracle Properties
• One-step sparse estimates in nonconcave penalized likelihood models
• Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors
• Slicing regression: A link-free regression method
• How sensitive are average derivatives?
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Model selection with data-oriented penalty
• Direct estimation of the index coefficient in a single-index model
• Variable selection for Cox's proportional hazards model and frailty model
• Nonlinear time series. Nonparametric and parametric methods
• Nonconcave penalized likelihood with a diverging number of parameters.
• Optimal smoothing in single-index models
• Variable selection in semiparametric regression modeling
• Variable selection using MM algorithms
• Single-index model selections
• An Effective Bandwidth Selector for Local Least Squares Regression
• Variable selection for the single-index model
• Consistent Estimation of Scaled Coefficients
• Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
• Generalized Partially Linear Single-Index Models
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Semiparametric Estimation of Index Coefficients
• Comments on «Wavelets in statistics: A review» by A. Antoniadis
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• Comment