Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method

DOI10.1111/j.1541-0420.2008.01099.xzbMath1167.62093OpenAlexW2077143555WikidataQ37238609 ScholiaQ37238609MaRDI QIDQ3637007

Lan Wang, Run-Ze Li

Publication date: 30 June 2009

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc2700846

zbMATH Keywords

outliersrobust model selectionrobust estimationoracle propertyshrinking contaminationsmoothly clipped absolute deviationleverage pointsWilcoxon methodrank-based analysis

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15)

Related Items

Robust Signed-Rank Variable Selection in Linear Regression, Robust nonnegative garrote variable selection in linear regression, A robust and efficient variable selection method for linear regression, Robust distributed estimation and variable selection for massive datasets via rank regression, Two-stage local rank estimation for generalised partially linear varying-coefficient models, Robust and sparse estimators for linear regression models, Model averaging for M-estimation, Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters, Rank-based estimation in varying coefficient partially functional linear regression models, Rank-based ridge estimation in multiple linear regression, Robust variable selection based on the random quantile LASSO, Group selection via adjusted weighted least absolute deviation regression, Generalized signed-rank estimation and selection for the functional linear model, Regression with outlier shrinkage, Doubly robust weighted composite quantile regression based on SCAD‐L₂, Some notes on robust sure independence screening, Robust estimation and selection for single-index regression model, Two-stage Walsh-average-based robust estimation and variable selection for partially linear additive spatial autoregressive models, A semi-parametric approach to feature selection in high-dimensional linear regression models, New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models, A weighted Wilcoxon estimate for the covariate-specific ROC curve, Robust estimation for partially linear models with large-dimensional covariates, SCAD penalized rank regression with a diverging number of parameters, A Tuning-free Robust and Efficient Approach to High-dimensional Regression, Variable selection for varying coefficient models via kernel based regularized rank regression, Robust spline-based variable selection in varying coefficient model, Robust Variable Selection With Exponential Squared Loss, Efficient and doubly-robust methods for variable selection and parameter estimation in longitudinal data analysis, Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution, Walsh-average based variable selection for varying coefficient models, Penalized inverse probability weighted estimators for weighted rank regression with missing covariates, Robust variable selection and parametric component identification in varying coefficient models, Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method, Variable selection using penalized empirical likelihood, Rank-based group variable selection, Tractable Bayesian Variable Selection: Beyond Normality, Robust Sparse Regression with High-Breakdown Value, Outlier detection and robust variable selection via the penalized weighted LAD-LASSO method, Focused Information Criterion and Model Averaging in Quantile Regression, Nonparametric homogeneity pursuit in functional-coefficient models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A Signed-Rank Test for Clustered Data
• Composite quantile regression and the oracle model selection theory
• One-step sparse estimates in nonconcave penalized likelihood models
• Resampling methods for variable selection in robust regression
• Heuristics of instability and stabilization in model selection
• Least angle regression. (With discussion)
• Practical tests for randomized complete block designs
• Rank-based regression with repeated measurements data
• A weighted dispersion function for estimation in linear models
• Better Subset Regression Using the Nonnegative Garrote
• Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method
• A general Akaike-type criterion for model selection in robust regression
• Consequences and Detection of Misspecified Nonlinear Regression Models
• The Influence Curve and Its Role in Robust Estimation
• A Robust Version of Mallows's C p
• Robust Bounded-Influence Tests in General Parametric Models
• Robust Linear Model Selection by Cross-Validation
• Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
• Rank-based inference for the accelerated failure time model
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Theory & Methods: Weighted Wilcoxon Estimates for Autoregression
• High-Breakdown Rank Regression
• Extension of the Rank Sum Test for Clustered Data: Two‐Group Comparisons with Group Membership Defined at the Subunit Level
• Smoothed Rank Regression With Censored Data
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• Weighted Rank Regression for Clustered Data Analysis
• The Wilcoxon Signed Rank Test for Paired Comparisons of Clustered Data
• Outlier Robust Model Selection in Linear Regression