Robust direction identification and variable selection in high dimensional general single-index models

DOI10.1016/J.JKSS.2015.04.001zbMATH Open1327.62229OpenAlexW1987583324MaRDI QIDQ892888FDOQ892888

Authors: Kangning Wang 

Publication date: 12 November 2015

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2015.04.001

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zbMATH Keywords

variable selectionquantile regressionoracle propertyhigh dimensionsingle-index structure

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Heuristics of instability and stabilization in model selection
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• Regression Quantiles
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• Title not available (Why is that?)
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• Limiting distributions for \(L_1\) regression estimators under general conditions
• \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
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• A new algorithm for estimating the effective dimension-reduction subspace
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• A nonlinear multi-dimensional variable selection method for high dimensional data: sparse MAVE

Cited In (14)

• Stable direction recovery in single-index models with a diverging number of predictors
• Asymptotic theory for the first projective direction
• Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors
• Local Walsh-average-based estimation and variable selection for single-index models
• Composite quantile estimation in partial functional linear regression model based on polynomial spline
• Diagnostic robust generalized potential based on index set equality (DRGP (ISE)) for the identification of high leverage points in linear model
• New efficient estimation and variable selection in models with single-index structure
• Robust inference for high‐dimensional single index models
• Regularized quantile regression and robust feature screening for single index models
• Robust and efficient direction identification for groupwise additive multiple-index models and its applications
• A distribution-based Lasso for a general single-index model
• Forward selection and estimation in high dimensional single index models
• Direction estimation in single-index models via distance covariance
• High-dimensional sparse single-index regression via Hilbert-Schmidt independence criterion

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