Isotonic regression meets LASSO

Neykov, M

Neykov, M (reprint author), Carnegie Mellon Univ, Dept Stat & Data Sci, Pittsburgh, PA 15213 USA.

ELECTRONIC JOURNAL OF STATISTICS, 2019; 13 (1): 710

Abstract

This paper studies a two step procedure for monotone increasing additive single index models with Gaussian designs. The proposed procedure is simple, ......

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