Rates of convergence of the constrained least squares estimator in high-dimensional monotone single-index models

IF 0.6 4区数学 Q4 STATISTICS & PROBABILITY

Communications in Statistics - Theory and Methods Pub Date : 2024-04-04 DOI:10.1080/03610926.2024.2330673

Christopher Fragneau, Fadoua Balabdaoui, Cécile Durot, Skander Stefan

引用次数: 0

Abstract

In the high-dimensional monotone single index model, one observes i.i.d. copies of (X,Y) where the real response variable Y is linked to the d-dimensional covariate X through the relationship E[Y|X...

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高维单调单指数模型中受约束最小二乘估计器的收敛速率

在高维单调单指数模型中，我们观察 (X,Y) 的 i.i.d. 副本，其中实际响应变量 Y 通过关系 E[Y|X...

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来源期刊

Communications in Statistics - Theory and Methods 数学-统计学与概率论

CiteScore

2.00

自引率

12.50%

发文量

320

审稿时长

7.5 months

期刊介绍： The Theory and Methods series intends to publish papers that make theoretical and methodological advances in Probability and Statistics. New applications of statistical and probabilistic methods will also be considered for publication. In addition, special issues dedicated to a specific topic of current interest will also be published in this series periodically, providing an exhaustive and up-to-date review of that topic to the readership.