LAD variable selection for linear models with randomly censored data

DOI10.1007/s00184-012-0387-7zbMath1256.62041OpenAlexW1980108417MaRDI QIDQ1936296

Rong Jiang, Zhan-Gong Zhou, Wei-Min Qian

Publication date: 21 February 2013

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-012-0387-7

zbMATH Keywords

linear regressionoracle propertyLAD-LASSO

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Point estimation (62F10) Censored data models (62N01)

Related Items

Variable selection in robust semiparametric modeling for longitudinal data ⋮ Adaptive penalized weighted least absolute deviations estimation for the accelerated failure time model ⋮ LAD-Lasso variable selection for doubly censored median regression models ⋮ The LAD estimation of the change-point linear model with randomly censored data ⋮ Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data

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