Penalised variable selection with U-estimates

DOI10.1080/10485250903348781zbMath1189.62056OpenAlexW2077707393WikidataQ38308402 ScholiaQ38308402MaRDI QIDQ3569216

Shuangge Ma, Xiao Song

Publication date: 18 June 2010

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

Full work available at URL: http://europepmc.org/articles/pmc3167075

zbMATH Keywords

variable selectionpenalisationU-estimate

Mathematics Subject Classification ID

Related Items (7)

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Uses Software

• LASSO

Cites Work

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• The Adaptive Lasso and Its Oracle Properties
• Partial rank estimation of duration models with general forms of censoring
• Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
• On the bootstrap of \(U\) and \(V\) statistics
• Asymptotics for Lasso-type estimators.
• Asymptotic properties of bridge estimators in sparse high-dimensional regression models
• Regularized Estimation in the Accelerated Failure Time Model with High-Dimensional Covariates
• A semiparametric approach for the nonparametric transformation survival model with multiple covariates
• A Smoothed Maximum Score Estimator for the Binary Response Model
• The Limiting Distribution of the Maximum Rank Correlation Estimator
• Combining Multiple Markers for Classification Using ROC

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