WebWe propose a robust inference method for high‐dimensional single index models with an unknown link function and elliptically symmetrically distributed covariates, focusing on signal recovery and inference. The proposed method is built on the Huber loss and the estimation of the unknown link function is avoided. The ℓ1$$ {\\ell}_1 $$ and ℓ2$$ {\\ell}_2 $$ … Web3 de fev. de 2024 · Abstract We study the effects of high-dimensional covariates in the single-index quantile regression model. An improved version of an estimation algorithm is proposed with variable selection. Finite sample performance is studied through an extensive simulation study which highlights the performance of the new procedure. A data analysis …
[1909.03540] Inference In High-dimensional Single-Index Models Under ...
WebNon-Gaussian Single Index Models via Thresholded Score Function Estimation 1.1. Challenges of the Single Index Models There are significant challenges that appear when we are dealing with estimators for SIMs. They can be summa-rized as assumptions on either the link function or the data distribution (for example, non-Gaussian assumption). 1. Web8 de set. de 2024 · Inference In General Single-Index Models Under High-dimensional Symmetric Designs. We consider the problem of statistical inference for a finite number … famous long stair set skateboard
Inference In High-dimensional Single-Index Models Under Symmetric Designs
Web1 de dez. de 2016 · To treat higher dimensional predictors, the estimation procedure must be accompanied by a variable selection step. Recently, several approaches have been … Web27 de mar. de 2024 · Abstract. In this article, we leverage over-parameterization to design regularization-free algorithms for the high-dimensional single index model and … WebIn this article, we study the estimation of high-dimensional single index models when the response variable is censored. We hybrid the estimation methods for high-dimensional … famous long island homes