2 citations · 2 across the 3 of their papers we have counts for
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math.ST2020
Estimating multi-index models with response-conditional least squares
Timo Klock, Alessandro Lanteri, Stefano Vigogna
The multi-index model is a simple yet powerful high-dimensional regression model which circumvents the curse of dimensionality assuming for s…
math.ST2019
Estimating covariance and precision matrices along subspaces
Zeljko Kereta, Timo Klock
We study the accuracy of estimating the covariance and the precision matrix of a -variate sub-Gaussian distribution along a prescribed subspace or direction using the finite sam…
math.ST2019
Nonlinear generalization of the monotone single index model
Zeljko Kereta, Timo Klock, Valeriya Naumova
Single index model is a powerful yet simple model, widely used in statistics, machine learning, and other scientific fields. It models the regression function as , where…