Penalized minimum average variance estimation

Keyphrases

• Minimum Variance Unbiased Estimator 100%
• Dimensionality Reduction 66%
• Estimation Method 33%
• Single-index Model 33%
• Computationally Efficient 33%
• Oracle Property 33%
• General Regression Models 33%

Mathematics

• Variance Estimation 100%
• Regularization 33%
• Estimation Method 33%
• Regression Model 33%
• Multi-Index 33%