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Abstract:
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.
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Source :
NONLINEAR MATHEMATICS FOR UNCERTAINTY AND ITS APPLICATIONS
ISSN: 1867-5662
Year: 2011
Volume: 100
Page: 509-516
Language: English
Cited Count:
WoS CC Cited Count: 2
SCOPUS Cited Count:
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 13
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