Rank-based variable selection

DOI10.1080/10485250801998950zbMath1359.62297OpenAlexW2011585641MaRDI QIDQ3509728

Brent A. Johnson, Limin Peng

Publication date: 2 July 2008

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

Full work available at URL: https://doi.org/10.1080/10485250801998950

zbMATH Keywords

oracle propertyLassorobust linear modelpenalised least-squares

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Order statistics; empirical distribution functions (62G30)

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