High/ultra-high dimensional single-index models

• Main Author: Wang, Guannan
• Format: Doctoral or Postdoctoral Thesis
• Language: English
• Published: uga 2015
• Subjects: B-spline; diverging parameters; NP dimensionality; SCAD; semiparametric regression; weakly dependent data; McCormick; Reeves; Iceland
• Online Access: http://hdl.handle.net/10724/33939; http://purl.galileo.usg.edu/uga_etd/wang_guannan_201505_phd

Single-index models are useful and fundamental tools for handling "curse of dimensionality" problems in nonparametric regression. In addition to that, variable selection also plays an important role in such model building processes when the index vectors are high-dimensional. Several proce...