Variable selection for single-index models based on martingale difference divergence

DOI10.1007/S42952-023-00234-3MaRDI QIDQ6548538zbMATH OpenFDO

Authors Xiaohui Yuan, Yue Wang, Yiming Wang, Tianqing Liu

Publication date 1 June 2024

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S42952-023-00234-3

zbMATH Keywords

BIC criterionmartingale difference divergencesingle-index modelsvariable selection

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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