Variable Selection in Sparse Semiparametric Single Index Models

Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part B - Advances in Econometrics ◽

10.1108/s0731-90532019000040b005 ◽

2019 ◽

pp. 65-88

Author(s):

Jianghao Chu ◽

Tae-Hwy Lee ◽

Aman Ullah

Keyword(s):

Variable Selection ◽

Single Index ◽

Single Index Models

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Variable selection and estimation for partially linear single-index models with longitudinal data

Statistics and Computing ◽

10.1007/s11222-013-9447-8 ◽

2014 ◽

Vol 25 (3) ◽

pp. 579-593 ◽

Author(s):

Gaorong Li ◽

Peng Lai ◽

Heng Lian

Keyword(s):

Variable Selection ◽

Longitudinal Data ◽

Single Index ◽

Partially Linear ◽

Single Index Models ◽

Variable Selection And Estimation

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A robust and efficient estimation and variable selection method for partially linear single-index models

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2014.04.024 ◽

2014 ◽

Vol 129 ◽

pp. 227-242 ◽

Author(s):

Hu Yang ◽

Jing Yang

Keyword(s):

Variable Selection ◽

Selection Method ◽

Efficient Estimation ◽

Single Index ◽

Variable Selection Method ◽

Partially Linear ◽

Single Index Models

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Estimation and variable selection for proportional response data with partially linear single-index models

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2015.11.004 ◽

2016 ◽

Vol 96 ◽

pp. 40-56 ◽

Author(s):

Weihua Zhao ◽

Heng Lian ◽

Riquan Zhang ◽

Peng Lai

Keyword(s):

Variable Selection ◽

Single Index ◽

Response Data ◽

Partially Linear ◽

Selection For ◽

Single Index Models

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Bayesian estimation and variable selection for single index models

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2008.12.010 ◽

2009 ◽

Vol 53 (7) ◽

pp. 2617-2627 ◽

Author(s):

Hai-Bin Wang

Keyword(s):

Variable Selection ◽

Bayesian Estimation ◽

Single Index ◽

Selection For ◽

Single Index Models

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B spline variable selection for the single index models

Statistical Papers ◽

10.1007/s00362-015-0721-z ◽

2015 ◽

Vol 58 (3) ◽

pp. 691-706 ◽

Author(s):

Jianbo Li ◽

Yuan Li ◽

Riquan Zhang

Keyword(s):

Variable Selection ◽

B Spline ◽

Single Index ◽

Selection For ◽

Single Index Models

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Estimation and variable selection for quantile partially linear single-index models

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2017.09.006 ◽

2017 ◽

Vol 162 ◽

pp. 215-234 ◽

Author(s):

Yuankun Zhang ◽

Heng Lian ◽

Yan Yu

Keyword(s):

Variable Selection ◽

Single Index ◽

Partially Linear ◽

Selection For ◽

Single Index Models

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A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates

Electronic Journal of Statistics ◽

10.1214/12-ejs744 ◽

2012 ◽

Vol 6 (0) ◽

pp. 2235-2273 ◽

Author(s):

Jun Zhang ◽

Tao Wang ◽

Lixing Zhu ◽

Hua Liang

Keyword(s):

Variable Selection ◽

Dimension Reduction ◽

High Dimensional ◽

Single Index ◽

Partially Linear ◽

Single Index Models

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Variable selection in a class of single-index models

Annals of the Institute of Statistical Mathematics ◽

10.1007/s10463-010-0287-4 ◽

2010 ◽

Vol 63 (6) ◽

pp. 1277-1293 ◽

Author(s):

Li-Ping Zhu ◽

Lin-Yi Qian ◽

Jin-Guan Lin

Keyword(s):

Variable Selection ◽

Single Index ◽

Single Index Models

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

Statistics and Its Interface ◽

10.4310/sii.2018.v11.n1.a14 ◽

2018 ◽

Vol 11 (1) ◽

pp. 169-181 ◽

Author(s):

Wei Zhong ◽

Xi Liu ◽

Shuangge Ma

Keyword(s):

Variable Selection ◽

Single Index ◽

Direction Estimation ◽

Single Index Models

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Robust direction identification and variable selection in high dimensional general single-index models

Journal of the Korean Statistical Society ◽

10.1016/j.jkss.2015.04.001 ◽

2015 ◽

Vol 44 (4) ◽

pp. 606-618 ◽

Author(s):

Kangning Wang

Keyword(s):

Variable Selection ◽

High Dimensional ◽

Single Index ◽

Single Index Models

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