Stable direction recovery in single-index models with a diverging number of predictors

DOI10.1007/S11425-010-4026-3zbMATH Open1233.62096OpenAlexW2025191082MaRDI QIDQ625784FDOQ625784

Authors: Li-Ping Zhu, Li-Xing Zhu 

Publication date: 25 February 2011

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-010-4026-3

Recommendations

• Robust direction identification and variable selection in high dimensional general single-index models
• Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors
• Direction estimation in single-index regressions
• Spline estimation and variable selection for single-index prediction models with diverging number of index parameters
• A distribution-based Lasso for a general single-index model

zbMATH Keywords

sparsitysufficient dimension reductioninverse regressiondiverging parameters\(\ell_{1}\)-minimizationcar price datarestricted orthonormality

Mathematics Subject Classification ID

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

Cites Work

• Estimation of Relationships for Limited Dependent Variables
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Title not available (Why is that?)
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Sliced Inverse Regression for Dimension Reduction
• Title not available (Why is that?)
• A note on shrinkage sliced inverse regression
• Sliced Inverse Regression with Regularizations
• On almost linearity of low dimensional projections from high dimensional data
• Variable selection for the single-index model
• An Adaptive Estimation of Dimension Reduction Space
• Convergence of stochastic processes
• Title not available (Why is that?)
• Nonconcave penalized likelihood with a diverging number of parameters.
• Stable signal recovery from incomplete and inaccurate measurements
• Sufficient Dimension Reduction via Inverse Regression
• Dimension reduction for conditional mean in regression
• Sparse sufficient dimension reduction
• On distribution-weighted partial least squares with diverging number of highly correlated predictors
• Single-index model selections
• A nonlinear multi-dimensional variable selection method for high dimensional data: sparse MAVE
• Title not available (Why is that?)
• Partial inverse regression

Cited In (4)

• Penalized profile least squares-based statistical inference for varying coefficient partially linear errors-in-variables models
• Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors
• Single-index modal regression via outer product gradients
• Tests for high-dimensional single-index models

This page was built for publication: Stable direction recovery in single-index models with a diverging number of predictors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q625784)