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

DOI10.1016/J.JKSS.2015.04.001MaRDI QIDQ892888zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

variable selectionquantile regressionoracle propertyhigh dimensionsingle-index structure

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1220060 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
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• Asymptotic properties of sufficient dimension reduction with a diverging number of predictors
• Bayesian quantile regression for single-index models
• Composite quantile regression and the oracle model selection theory
• Direct estimation of the index coefficient in a single-index model
• Estimation of general semi-parametric quantile regression
• Heuristics of instability and stabilization in model selection
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Non-convex penalized estimation in high-dimensional models with single-index structure
• Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors
• Nonconcave penalized likelihood with a diverging number of parameters.
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• Penalized composite quasi-likelihood for ultrahigh dimensional variable selection
• Penalized least squares for single index models
• Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
• Regression Quantiles
• Regression analysis under link violation
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• Semiparametric quantile regression with high-dimensional covariates
• Single-index composite quantile regression
• Single-index model selections
• Single-index quantile regression
• Sliced Inverse Regression for Dimension Reduction
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• Sufficient dimension reduction through discretization-expectation estimation
• The Adaptive Lasso and Its Oracle Properties
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• Two step composite quantile regression for single-index models
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• Variable selection in quantile regression
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Cited in

(15)

• Robust Variable and Interaction Selection for Logistic Regression and General Index Models
• Asymptotic theory for the first projective direction
• Stable direction recovery in single-index models with a diverging number of predictors
• 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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