• Complex
  • Title
  • Keyword
  • Abstract
  • Scholars
  • Journal
  • ISSN
  • Conference
搜索

Author:

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

Indexed by:

CPCI-S

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.

Keyword:

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

Author Community:

  • [ 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

Reprint Author's Address:

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

Show more details

Related Keywords:

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

Affiliated Colleges:

Online/Total:606/10616349
Address:BJUT Library(100 Pingleyuan,Chaoyang District,Beijing 100124, China Post Code:100124) Contact Us:010-67392185
Copyright:BJUT Library Technical Support:Beijing Aegean Software Co., Ltd.