Pages that link to "Item:Q1019910"
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The following pages link to A note on iterative marginal optimization: a simple algorithm for maximum rank correlation estimation (Q1019910):
Displaying 12 items.
- Variable selection of generalized regression models based on maximum rank correlation (Q477519) (← links)
- Weighted rank estimation for nonparametric transformation models with nonignorable missing data (Q830580) (← links)
- Large computation of the maximum rank correlation estimator (Q1285734) (← links)
- A new approach for credit scoring by directly maximizing the Kolmogorov-Smirnov statistic (Q1727903) (← links)
- Weighted rank estimation for nonparametric transformation models with doubly truncated data (Q2131968) (← links)
- On rank estimators in increasing dimensions (Q2294449) (← links)
- Combining multiple markers for multi-category classification: an ROC surface approach (Q2802750) (← links)
- Resampling-based efficient shrinkage method for non-smooth minimands (Q2863046) (← links)
- New robust variable selection methods for linear regression models (Q2922164) (← links)
- Estimating coefficients of single-index regression models by minimizing variation (Q4960549) (← links)
- Is it even rainier in<i>North</i>Vancouver? A non-parametric rank-based test for semicontinuous longitudinal data (Q5036576) (← links)
- Variable selection of Kolmogorov-Smirnov maximization with a penalized surrogate loss (Q6573288) (← links)
