Variable selection in monotone single-index models via the adaptive LASSO
Author:
Affiliation:
1. Department of Biostatistics; University of Michigan; Ann Arbor MI 48109 U.S.A.
Publisher
Wiley
Subject
Statistics and Probability,Epidemiology
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/sim.5834/fullpdf
Reference26 articles.
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2. Penalized spline estimation for partially linear single-index models;Yu;Journal of the American Statistical Association,2002
3. Semiparametric least squares (SLS) and weighted SLS estimation of single-index models;Ichimura;Journal of Econometrics,1993
4. Generalized partially linear single-index models;Carroll;Journal of the American Statistical Association,1997
5. An adaptive estimation of dimension reduction space;Xia;Journal of the Royal Statistical Society Series B,2002
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