Rates of convergence of the constrained least squares estimator in high-dimensional monotone single-index models-Reference-Cited by-同舟云学术

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Rates of convergence of the constrained least squares estimator in high-dimensional monotone single-index models

Published:2024-04-04 Issue: Volume: Page:1-25
ISSN:0361-0926
Container-title:Communications in Statistics - Theory and Methods
language:en
Short-container-title:Communications in Statistics - Theory and Methods

Author:

Fragneau Christopher¹,Balabdaoui Fadoua²,Durot Cécile³,Stefan Skander⁴

Affiliation:

1. Lamia, Université des Antilles, Pointe-à-Pitre, Guadeloupe

2. Seminar für Statistics, ETH Zürich, Switzerland

3. MODAL’X, UPL, Université Paris Nanterre, CNRS, Nanterre, France

4. D-MATH, ETH Zürich, Switzerland

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610926.2024.2330673

Reference41 articles.

1. Sparse single-index model;Alquier P.;Journal of Machine Learning Research,2013

2. On the population least‐squares criterion in the monotone single index model

3. Least squares estimation in the monotone single index model;Balabdaoui F.;Bernoulli,2019

4. Barlow, R. E., D. J. Bartholomew, J. Bremner, and H. D. Brunk, 1972. Statistical inference under order restrictions: The theory and application of isotonic regression. New York: Wiley.

5. On the Estimation of Parameters Restricted by Inequalities

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