Robust estimation and selection for single-index regression model

DOI10.1080/00949655.2019.1581781MaRDI QIDQ5107397zbMATH OpenOpenAlexFDO

Authors Huybrechts F. Bindele, Asheber Abebe, Peng Zeng

Publication date 27 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2019.1581781

zbMATH Keywords

asymptotic normalityoracle propertyrank pseudo-normstrong consistencyvariable selection

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

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Cited in

(2)

• Robust inference for high‐dimensional single index models
• Robust empirical likelihood variable selection for the high dimensional single-index regression model

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