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...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-06-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/10/12/2000 |