A robust and efficient estimation method for single index models.
Jicai LiuRiquan ZhangWeihua ZhaoYazhao LvPublished in: J. Multivar. Anal. (2013)
Keyphrases
- computationally efficient
- monte carlo simulation
- highly efficient
- parameter estimation
- computational cost
- highly accurate
- statistical model
- detection method
- estimation algorithm
- robust regression
- data sets
- modeling method
- model fitting
- density estimation
- high precision
- model selection
- dynamic programming
- cost function
- significant improvement
- prior knowledge
- bayesian networks
- segmentation algorithm
- segmentation method
- feature set
- statistical methods
- bayesian framework
- linear regression
- high accuracy
- support vector machine
- pairwise