Isotonic regression meets LASSO
Work
Year: 2019
Type: article
Abstract: This paper studies a two step procedure for monotone increasing additive single index models with Gaussian designs. The proposed procedure is simple, easy to implement with existing software, and cons... more
Source: Electronic Journal of Statistics
Author Matey Neykov
Institution Carnegie Mellon University
Cites: 37
Cited by: 5
Related to: 10
FWCI: 0.848
Citation percentile (by year/subfield): 58.28
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: gold
APC paid (est): $675