Stable direction recovery in single-index models with a diverging number of predictors

Keyphrases

• Single-index Model 100%
• 1 Regularization 100%
• Prediction Accuracy 50%
• Further Analysis 50%
• Estimation Method 50%
• Finite Sample Performance 50%
• Computationally Efficient 50%
• Price Data 50%
• Car Price 50%
• Regularization Algorithm 50%
• Model Interpretability 50%
• Least Squares Estimation 50%
• Modeling Bias 50%
• Least Squares Residuals 50%
• Sparse Estimation 50%
• Sparse Estimators 50%
• Quadratic Constraint 50%
• Model Interpretation 50%
• N-of-1 50%

Mathematics

• Regularization 100%
• Model Index 100%
• Residuals 50%
• Sufficient Condition 50%
• Least Square Estimation 50%
• Interpretability 50%
• Interpretation Model 50%
• Quadratic Constraint 50%
• Least Squares Method 50%