Variable selection and direction estimation for single-index models via DC-TGDR method

DOI10.4310/SII.2018.V11.N1.A14MaRDI QIDQ1782101zbMATH OpenOpenAlexFDO

Authors G. Richomme

Publication date 18 September 2018

Published in Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4310/sii.2018.v11.n1.a14

zbMATH Keywords

variable selectionhigh-dimensional datadistance covariancesingle-index modelsthreshold gradient directed regularization

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(3)

• Estimation and variable selection for single-index models with non ignorable missing data
• Robust direction identification and variable selection in high dimensional general single-index models
• Variable selection for single-index models based on martingale difference divergence

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