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作者:

Li, Xuejing (Li, Xuejing.) | Li, Gaorong (Li, Gaorong.) (学者:李高荣) | Yang, Suigen (Yang, Suigen.)

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CPCI-S

摘要:

In this article, we study a general single-index model with diverging number of predictors by using the adaptive Elastic-Net inverse regression method. The proposed method not only can estimate the direction of index and select important variables simultaneously, but also can avoid to estimate the unknown link function through nonparametric method. Under some regularity conditions, we show that the proposed estimators enjoy the so-called oracle property.

关键词:

Dimension reduction Elastic-Net High dimensionality Inverse regression Oracle property Single-index Model Variable Selection

作者机构:

  • [ 1 ] [Li, Xuejing]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 2 ] [Li, Gaorong]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 3 ] [Yang, Suigen]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

通讯作者信息:

  • [Li, Xuejing]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

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来源 :

NONLINEAR MATHEMATICS FOR UNCERTAINTY AND ITS APPLICATIONS

ISSN: 1867-5662

年份: 2011

卷: 100

页码: 509-516

语种: 英文

被引次数:

WoS核心集被引频次: 1

SCOPUS被引频次:

ESI高被引论文在榜: 0 展开所有

万方被引频次:

中文被引频次:

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