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Variable selection in monotone single-index models via the adaptive LASSO

We consider the problem of variable selection for monotone single-index models. A single-index model assumes that the expectation of the outcome is an unknown function of a linear combination of covariates. Assuming monotonicity of the unknown function is often reasonable, and allows for more straig...

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Détails bibliographiques
Auteurs principaux: Foster, Jared C., Taylor, Jeremy M.G., Nan, Bin
Format: Artigo
Langue:Inglês
Publié: 2013
Sujets:
Accès en ligne:https://ncbi.nlm.nih.gov/pmc/articles/PMC3773259/
https://ncbi.nlm.nih.gov/pubmed/23650074
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1002/sim.5834
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