Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151808 | Statistics & Probability Letters | 2014 | 7 Pages |
Abstract
We propose a new efficient root-nn consistent estimate for the direction of the index parameter vector in a class of models with single-index structure. To select the important predictors, we suggest using the adaptive LASSO and establish the oracle property. Simulation results also confirm the theoretical findings.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Kangning Wang, Lu Lin,