Variable selection in a class of single-index models

Li-Ping Zhu (), Lin-Yi Qian and Jin-Guan Lin

Annals of the Institute of Statistical Mathematics, 2011, vol. 63, issue 6, 1277-1293

Keywords: Adaptive lasso; Dimension reduction; Oracle; Sliced inverse regression; Sparsity (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (6)

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DOI: 10.1007/s10463-010-0287-4

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