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

DOI10.1007/S11425-010-4026-3MaRDI QIDQ625784zbMATHOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 1220060 (Why is no real title available?)
• scientific article; zbMATH DE number 1157169 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• scientific article; zbMATH DE number 5586093 (Why is no real title available?)
• A nonlinear multi-dimensional variable selection method for high dimensional data: sparse MAVE
• A note on shrinkage sliced inverse regression
• An Adaptive Estimation of Dimension Reduction Space
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• On distribution-weighted partial least squares with diverging number of highly correlated predictors
• Partial inverse regression
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Single-index model selections
• Sliced Inverse Regression for Dimension Reduction
• Sliced Inverse Regression with Regularizations
• Sparse sufficient dimension reduction
• Stable signal recovery from incomplete and inaccurate measurements
• Sufficient Dimension Reduction via Inverse Regression
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection for the single-index model

Cited in

(5)

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

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