Component Identification and Estimation in Nonlinear High-Dimensional Regression Models by Structural Adaptation

Alexander Samarov , Vladimir Spokoiny , Céline Vial (1, 2)

1 IRMAR - Institut de Recherche Mathématique de Rennes
2 CREST - Centre de Recherche en Économie et Statistique

Alexander Samarov, Vladimir Spokoiny, Céline Vial. Component Identification and Estimation in Nonlinear High-Dimensional Regression Models by Structural Adaptation. Journal of the American Statistical Association, 2005, 100 (470), pp 429--445. ⟨hal-00377568⟩