Open AccessBS-SIM: An effective variable selection method for high-dimensional single index model
Author(s) -
Longjie Cheng,
Peng Zeng,
Yu Zhu
Publication year - 2017
Publication title -
electronic journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.482
H-Index - 54
ISSN - 1935-7524
DOI - 10.1214/17-ejs1329
Subject(s) - mathematics , single index model , model selection , index (typography) , linear model , feature selection , coordinate descent , selection (genetic algorithm) , design matrix , variable (mathematics) , spline (mechanical) , consistency (knowledge bases) , regression analysis , linear regression , set (abstract data type) , algorithm , mathematical optimization , statistics , computer science , artificial intelligence , mathematical analysis , geometry , structural engineering , world wide web , engineering , programming language
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