Simultaneous estimation for semi-parametric multi-index models

DOI10.1080/00949655.2019.1617291MaRDI QIDQ5107460zbMATH OpenOpenAlexWikidataFDO

Authors Wenbo Wu, Haileab Hilafu, Yuan Xue

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/10.1080/00949655.2019.1617291

zbMATH Keywords

group Lassominimum average variance estimatorsemi-parametric modelsufficient dimension reduction

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(3)

• Estimating multi-index models with response-conditional least squares
• SiAM: a hybrid of single index models and additive models
• High-dimensional local polynomial regression with variable selection and dimension reduction

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