Variable selection in a class of single-index models
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Cites work
- A note on shrinkage sliced inverse regression
- An Adaptive Estimation of Dimension Reduction Space
- Approximation Theorems of Mathematical Statistics
- Asymptotics for kernel estimate of sliced inverse regression
- Asymptotics for Lasso-type estimators.
- Comment
- Comparing nonparametric versus parametric regression fits
- Direct estimation of the index coefficient in a single-index model
- Estimation of the mean of a multivariate normal distribution
- Generalized Partially Linear Single-Index Models
- scientific article; zbMATH DE number 1220060 (Why is no real title available?)
- scientific article; zbMATH DE number 1157169 (Why is no real title available?)
- Ideal spatial adaptation by wavelet shrinkage
- Investigating Smooth Multiple Regression by the Method of Average Derivatives
- Least angle regression. (With discussion)
- Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors
- Nonconcave penalized likelihood with a diverging number of parameters.
- On almost linearity of low dimensional projections from high dimensional data
- On kernel method for sliced average variance estimation
- On the asymptotics of constrained \(M\)-estimation
- Optimal smoothing in single-index models
- Regression analysis under link violation
- Semiparametric Estimation of Index Coefficients
- Sliced Inverse Regression for Dimension Reduction
- Sparse sufficient dimension reduction
- Sufficient Dimension Reduction via Inverse Regression
- Testing predictor contributions in sufficient dimension reduction.
- The Adaptive Lasso and Its Oracle Properties
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Unified LASSO Estimation by Least Squares Approximation
- Variable selection for the single-index model
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(25)- Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors
- Test by adaptive Lasso quantile method for real-time detection of a change-point
- B spline variable selection for the single index models
- Convex and non-convex regularization methods for spatial point processes intensity estimation
- Local Walsh-average-based estimation and variable selection for single-index models
- A distribution-based Lasso for a general single-index model
- Efficient estimation in single index models through smoothing splines
- Spline estimation and variable selection for single-index prediction models with diverging number of index parameters
- Penalized estimation equation for an extended single-index model
- New efficient estimation and variable selection in models with single-index structure
- The adaptive LASSO spline estimation of single-index model
- Variable selection for the single-index model
- Sparse Single Index Models for Multivariate Responses
- Robust estimation and selection for single-index regression model
- Quantile regression and variable selection for the single-index model
- A link-free sparse group variable selection method for single-index model
- On completely data-driven bandwidth selection for single-index models
- Local Walsh-average-based estimation and variable selection for spatial single-index autoregressive models
- Ultrahigh dimensional single index model estimation via refitted cross-validation
- A high-dimensional single-index regression for interactions between treatment and covariates
- Partial-linear single-index transformation models with censored data
- Robust empirical likelihood variable selection for the high dimensional single-index regression model
- Minimum profile Hellinger distance estimation for single-index models
- Variable selection for partially linear single-index varying-coefficient model
- Robust direction identification and variable selection in high dimensional general single-index models
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