Variable selection in a class of single-index models
| Year of publication: |
2011
|
|---|---|
| Authors: | Zhu, Li-Ping ; Qian, Lin-Yi ; Lin, Jin-Guan |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 63.2011, 6, p. 1277-1293
|
| Publisher: |
Springer |
| Subject: | Adaptive lasso | Dimension reduction | Oracle | Sliced inverse regression | Sparsity |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009325759