Estimation and variable selection for quantile partially linear single-index models.
Yuankun ZhangHeng LianYan YuPublished in: J. Multivar. Anal. (2017)
Keyphrases
- variable selection
- linear models
- model selection
- cross validation
- parameter estimation
- stochastic search
- linear model
- high dimensional
- selection criterion
- neural network model
- group lasso
- nonlinear regression
- input variables
- neural network
- least squares
- probabilistic model
- prediction model
- dimension reduction
- training data
- computer vision