Authors | T. Klock, S. Vigogna and A. Lanteri |
Title | Estimating multi-index models with response-conditional least squares |
Afilliation | Scientific Computing, Machine Learning |
Project(s) | FunDaHD: Function-driven Data Learning in High Dimension |
Status | Published |
Publication Type | Journal Article |
Year of Publication | 2021 |
Journal | Electronic Journal of Statistics |
Volume | 15 |
Number | 1 |
Pagination | 589-629 |
Publisher | The Institute of Mathematical Statistics and the Bernoulli Society |
URL | https://projecteuclid.org/euclid.ejs/1611046876#info |
DOI | 10.1214/20-EJS1785 |
Citation Key | 27492 |