Single-index model selections
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(37)- Bayesian analysis of generalized partially linear single-index models
- Variable selection and semiparametric efficient estimation for the heteroscedastic partially linear single-index model
- Transformation-based estimation
- A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates
- Corrected Mallows criterion for model averaging
- Analysis of panel data partially linear single-index models with serially correlated errors
- Variable selection for single-index varying-coefficients models with applications to synergistic \(\mathrm{G} \times \mathrm{E}\) interactions
- Markov-switching model selection using Kullback-Leibler divergence
- Selection strategy for covariance structure of random effects in linear mixed-effects models
- Iterative bias correction of the cross-validation criterion
- On distribution-weighted partial least squares with diverging number of highly correlated predictors
- Multivariate partially linear single-index models: Bayesian analysis
- Smoothing parameter selection in quasi-likelihood models
- Non-convex penalized estimation in high-dimensional models with single-index structure
- Residual information criterion for single-index model selections
- Estimation and testing for panel data partially linear single-index models with errors correlated in space and time
- Bayesian nonparametric modelling of the link function in the single-index model using a Bernstein–Dirichlet process prior
- Quantile regression and variable selection for the single-index model
- Generalized additive models with unknown link function including variable selection
- Weighted estimation of single index models with right censored responses
- Penalized least squares for single index models
- Stable direction recovery in single-index models with a diverging number of predictors
- The EFM approach for single-index models
- Parametric or nonparametric? A parametricness index for model selection
- Variable selection for single-index models based on martingale difference divergence
- Optimal model averaging for single-index models with divergent dimensions
- Optimal averaging estimator of heterogeneous treatment effects for single-index models
- Doubly robust and efficient estimation in a partially linear additive single-index model
- Nonparametric estimation of the link function including variable selection
- Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data
- Robust direction identification and variable selection in high dimensional general single-index models
- Dimension reduction based on constrained canonical correlation and variable filtering
- Constrained regression model selection
- Isotonic single-index model for high-dimensional database marketing
- Bayesian estimation and variable selection for single index models
- Estimation of single index model with missing response at random
- Adaptive confidence region for the direction in semiparametric regressions
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