Distributional (single) index models

A Henzi, GR Kleger, JF Ziegel - Journal of the American Statistical …, 2023 - Taylor & Francis
Abstract A Distributional (Single) Index Model (DIM) is a semiparametric model for
distributional regression, that is, estimation of conditional distributions given covariates. The …

Estimating high dimensional monotone index models by iterative convex optimization

S Khan, X Lan, E Tamer, Q Yao - Journal of Econometrics, 2024 - Elsevier
In this paper we propose new approaches to estimating large dimensional monotone index
models. This class of models has been popular in the applied and theoretical econometrics …

Estimating multi-index models with response-conditional least squares

T Klock, A Lanteri, S Vigogna - 2021 - projecteuclid.org
The multi-index model is a simple yet powerful high-dimensional regression model which
circumvents the curse of dimensionality assuming EY|X=g(A^⊤X) for some unknown index …

Conditional regression for the Nonlinear Single-Variable Model

Y Wu, M Maggioni - arxiv preprint arxiv:2411.09686, 2024 - arxiv.org
Several statistical models for regression of a function $ F $ on $\mathbb {R}^ d $ without the
statistical and computational curse of dimensionality exist, for example by imposing and …

Learning functions varying along a central subspace

H Liu, W Liao - SIAM Journal on Mathematics of Data Science, 2024 - SIAM
Many functions of interest are in a high-dimensional space but exhibit low-dimensional
structures. This paper studies regression of an-Hölder function in which varies along a …