Robust Variable Selection Based on Penalized Composite Quantile Regression for High-Dimensional Single-Index Models

Robust Variable Selection Based on Penalized Composite Quantile Regression for High-Dimensional Single-Index Models

The single-index model is an intuitive extension of the linear regression model. It has been increasingly popular due to its flexibility in modeling. In this work, we focus on the estimators of the parameters and the unknown link function for the single-index model in a high-dimensional situation. T...

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Manylion Llyfryddiaeth
Prif Awduron: Yunquan Song, Zitong Li, Minglu Fang
Fformat: Erthygl
Iaith:English
Cyhoeddwyd: MDPI AG 2022-06-01
Cyfres:Mathematics
Pynciau:
single-index models
composite quantile regression
SCAD
Laplace error penalty (LEP)
Mynediad Ar-lein:https://www.mdpi.com/2227-7390/10/12/2000

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https://www.mdpi.com/2227-7390/10/12/2000

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