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Doubly robust weighted composite quantile regression based on SCAD‐<i>L</i><sub>2</sub> - MaRDI portal

Doubly robust weighted composite quantile regression based on SCAD‐<i>L</i><sub>2</sub> (Q6059430)

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Please use this page instead for the normal view: Doubly robust weighted composite quantile regression based on SCAD‐L₂

scientific article; zbMATH DE number 7759519

Language	Label	Description	Also known as
English	Doubly robust weighted composite quantile regression based on SCAD‐<i>L</i><sub>2</sub>	scientific article; zbMATH DE number 7759519

Statements

scholarly article

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Doubly robust weighted composite quantile regression based on SCAD‐<i>L</i><sub>2</sub> (English)

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publication date

2 November 2023

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zbMATH Keywords

oracle property

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principal component

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robust regression

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variable selection

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weighted composite quantile regression

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MaRDI profile type

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full work available at URL

https://doi.org/10.1002/cjs.11681

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A new look at the statistical model identification

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Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression

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Penalized Composite Quasi-Likelihood for Ultrahigh Dimensional Variable Selection

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Tukey's biweight estimation for uncertain regression model with imprecise observations

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Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation

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Leverage and Breakdown in L 1 Regression

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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Nonconcave penalized likelihood with a diverging number of parameters.

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A Statistical View of Some Chemometrics Regression Tools

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Robust weighted LAD regression

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Regularized quantile regression under heterogeneous sparsity with application to quantitative genetic traits

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Variable selection using MM algorithms

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Limiting distributions for \(L_1\) regression estimators under general conditions

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Regression Quantiles

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Robust regression through the Huber's criterion and adaptive lasso penalty

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Advanced algorithms for penalized quantile and composite quantile regression

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Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation

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Estimating the dimension of a model

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Robust Variable Selection With Exponential Squared Loss

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Tuning parameter selectors for the smoothly clipped absolute deviation method

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Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method

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Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters

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Nearly unbiased variable selection under minimax concave penalty

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Group variable selection via SCAD-<i>L</i><sub>2</sub>

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Regularization and Variable Selection Via the Elastic Net

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Composite quantile regression and the oracle model selection theory

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On the adaptive elastic net with a diverging number of parameters

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The Canadian Journal of Statistics

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Identifiers

Mathematics Subject Classification ID

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zbMATH DE Number

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10.1002/CJS.11681

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Sitelinks

Mathematics(1 entry)

mardi Publication:6059430

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