Variable selection in sparse semiparametric single index models
Year of publication: |
2019
|
---|---|
Authors: | Chu, Jianghao ; Lee, Tae-hwy ; Ullah, Aman |
Published in: |
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part B. - Bingley, UK : Emerald Publishing, ISBN 978-1-83867-420-5. - 2019, p. 65-88
|
Subject: | Single index model (SIM) | variable selection | Rodeo | SIM-Rodeo | Lasso | SIM-Lasso | Regressionsanalyse | Regression analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory |
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