Rank-based group variable selection

DOI10.1080/10485252.2016.1190842zbMath1348.62175OpenAlexW2417373963MaRDI QIDQ2832016

Asheber Abebe, Brice M. Nguelifack, Guy-vanie M. Miakonkana

Publication date: 4 November 2016

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2016.1190842

zbMATH Keywords

nonparametricoracle propertypenalised regressionrobust linear model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

Cites Work

• Group variable selection via a hierarchical lasso and its oracle property
• A note on adaptive group Lasso
• The composite absolute penalties family for grouped and hierarchical variable selection
• Rank-based variable selection
• Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method
• Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
• Regularization of Wavelet Approximations
• Regularization and Variable Selection Via the Elastic Net
• Model Selection and Estimation in Regression with Grouped Variables

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