Efficient penalized estimating method in the partially varying-coefficient single-index model

Zhensheng Huang; Bingqing Lin; Fan Feng; Zhen Pang

doi:10.1016/j.jmva.2012.07.011

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Efficient penalized estimating method in the partially varying-coefficient single-index model

Zhensheng Huang Bingqing Lin Fan Feng Zhen Pang

Year: 2012 Journal: Journal of Multivariate Analysis Vol: 114 Pages: 189-200 Publisher: Elsevier BV

DOI: 10.1016/j.jmva.2012.07.011

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Keywords:

Mathematics Applied mathematics Monte Carlo method Index (typography) Mathematical optimization Parametric statistics Model selection Feature selection Single-index model Lasso (programming language) Asymptotic distribution Statistics Estimator Computer science

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Spatial and Panel Data Analysis

Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics

Statistical Methods and Bayesian Inference

Physical Sciences → Mathematics → Statistics and Probability

Efficient penalized estimating method in the partially varying-coefficient single-index model

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