AuthorsT. Klock, S. Vigogna and A. Lanteri
TitleEstimating multi-index models with response-conditional least squares
AfilliationScientific Computing, Machine Learning
Project(s)FunDaHD: Function-driven Data Learning in High Dimension
StatusPublished
Publication TypeJournal Article
Year of Publication2021
JournalElectronic Journal of Statistics
Volume15
Number1
Pagination589-629
PublisherThe Institute of Mathematical Statistics and the Bernoulli Society
URLhttps://projecteuclid.org/euclid.ejs/1611046876#info
DOI10.1214/20-EJS1785
Citation Key27492