BS-SIM: An effective variable selection method for high-dimensional single index model

Electronic Journal of Statistics ◽

10.1214/17-ejs1329 ◽

2017 ◽

Vol 11 (2) ◽

pp. 3522-3548 ◽

Author(s):

Longjie Cheng ◽

Peng Zeng ◽

Yu Zhu

Keyword(s):

Variable Selection ◽

Selection Method ◽

High Dimensional ◽

Single Index ◽

Index Model ◽

Variable Selection Method ◽

Single Index Model

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A link-free sparse group variable selection method for single-index model

Journal of Applied Statistics ◽

10.1080/02664763.2016.1254731 ◽

2016 ◽

Vol 44 (13) ◽

pp. 2388-2400 ◽

Author(s):

Bilin Zeng ◽

Xuerong Meggie Wen ◽

Lixing Zhu

Keyword(s):

Variable Selection ◽

Selection Method ◽

Group Variable Selection ◽

Single Index ◽

Index Model ◽

Variable Selection Method ◽

Single Index Model ◽

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Quantile regression and variable selection of partial linear single-index model

Annals of the Institute of Statistical Mathematics ◽

10.1007/s10463-014-0457-x ◽

2014 ◽

Vol 67 (2) ◽

pp. 375-409 ◽

Author(s):

Yazhao Lv ◽

Riquan Zhang ◽

Weihua Zhao ◽

Jicai Liu

Keyword(s):

Variable Selection ◽

Quantile Regression ◽

Single Index ◽

Index Model ◽

Single Index Model ◽

Partial Linear ◽

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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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Robust variable selection in partially varying coefficient single-index model

Journal of the Korean Statistical Society ◽

10.1016/j.jkss.2014.05.002 ◽

2015 ◽

Vol 44 (1) ◽

pp. 45-57 ◽

Author(s):

Huiming Zhu ◽

Zhike Lv ◽

Keming Yu ◽

Chao Deng

Keyword(s):

Variable Selection ◽

Varying Coefficient ◽

Single Index ◽

Index Model ◽

Single Index Model

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Variable selection for partially varying coefficient single-index model

Journal of Applied Statistics ◽

10.1080/02664763.2013.823919 ◽

2013 ◽

Vol 40 (12) ◽

pp. 2637-2652 ◽

Author(s):

Sanying Feng ◽

Liugen Xue

Keyword(s):

Variable Selection ◽

Varying Coefficient ◽

Single Index ◽

Index Model ◽

Single Index Model ◽

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Isotonic single-index model for high-dimensional database marketing

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2003.11.023 ◽

2004 ◽

Vol 47 (4) ◽

pp. 775-790 ◽

Author(s):

Prasad A. Naik ◽

Chih-Ling Tsai

Keyword(s):

High Dimensional ◽

Database Marketing ◽

Single Index ◽

Index Model ◽

Single Index Model

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Kick-one-out-based variable selection method for Euclidean distance-based classifier in high-dimensional settings

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2021.104756 ◽

2021 ◽

Vol 184 ◽

pp. 104756

Author(s):

Tomoyuki Nakagawa ◽

Hiroki Watanabe ◽

Masashi Hyodo

Keyword(s):

Variable Selection ◽

Euclidean Distance ◽

Selection Method ◽

High Dimensional ◽

Variable Selection Method

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Variable selection for the partial linear single-index model

Acta Mathematicae Applicatae Sinica English Series ◽

10.1007/s10255-017-0666-1 ◽

2017 ◽

Vol 33 (2) ◽

pp. 373-388 ◽

Author(s):

Wu Wang ◽

Zhong-yi Zhu

Keyword(s):

Variable Selection ◽

Single Index ◽

Index Model ◽

Single Index Model ◽

Selection For ◽

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A nonlinear multi-dimensional variable selection method for high dimensional data: Sparse MAVE

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2008.03.003 ◽

2008 ◽

Vol 52 (9) ◽

pp. 4512-4520 ◽

Author(s):

Qin Wang ◽

Xiangrong Yin

Keyword(s):

Variable Selection ◽

High Dimensional Data ◽

Selection Method ◽

High Dimensional ◽

Variable Selection Method ◽

Dimensional Variable

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A consistent variable selection method in high-dimensional canonical discriminant analysis

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2019.104561 ◽

2020 ◽

Vol 175 ◽

pp. 104561 ◽

Author(s):

Ryoya Oda ◽

Yuya Suzuki ◽

Hirokazu Yanagihara ◽

Yasunori Fujikoshi

Keyword(s):

Discriminant Analysis ◽

Variable Selection ◽

Selection Method ◽

Canonical Discriminant Analysis ◽

High Dimensional ◽

Variable Selection Method

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