Ultrahigh dimensional single index model estimation via refitted cross-validation
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Cites work
- A practical guide to splines.
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- Error variance estimation in ultrahigh-dimensional additive models
- Feature screening via distance correlation learning
- Feature selection for varying coefficient models with ultrahigh-dimensional covariates
- Generalized Partially Linear Single-Index Models
- scientific article; zbMATH DE number 5190601 (Why is no real title available?)
- scientific article; zbMATH DE number 477682 (Why is no real title available?)
- Investigating Smooth Multiple Regression by the Method of Average Derivatives
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- Local asymptotics for regression splines and confidence regions
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- Model-free feature screening for ultrahigh-dimensional data
- Nearly unbiased variable selection under minimax concave penalty
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- Sliced Inverse Regression for Dimension Reduction
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- Spline estimation of single-index models
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Ultrahigh dimensional feature selection: beyond the linear model
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- Variable selection in a class of single-index models
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variance estimation for sparse ultra-high dimensional varying coefficient models
- Variance estimation using refitted cross-validation in ultrahigh dimensional regression
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