The following pages link to Rank-based variable selection (Q3509728):
Displaying 19 items.
- Rank-based Liu regression (Q722749) (← links)
- Robust and sparse estimators for linear regression models (Q1654238) (← links)
- On Lasso for censored data (Q1951988) (← links)
- Group selection via adjusted weighted least absolute deviation regression (Q2178401) (← links)
- Double penalized semi-parametric signed-rank regression with adaptive LASSO (Q2661886) (← links)
- Penalized inverse probability weighted estimators for weighted rank regression with missing covariates (Q2807773) (← links)
- Finite Mixture of Generalized Semiparametric Models: Variable Selection via Penalized Estimation (Q2828781) (← links)
- Rank-based group variable selection (Q2832016) (← links)
- Resampling-based efficient shrinkage method for non-smooth minimands (Q2863046) (← links)
- Rank-based ridge estimation in multiple linear regression (Q2934401) (← links)
- Robust signed-rank estimation and variable selection for semi-parametric additive partial linear models (Q5037022) (← links)
- A robust and efficient variable selection method for linear regression (Q5044675) (← links)
- Robust estimation and selection for single-index regression model (Q5107397) (← links)
- Robust rank-based variable selection in double generalized linear models with diverging number of parameters under adaptive Lasso (Q5107441) (← links)
- (Q5149040) (← links)
- Robust Signed-Rank Variable Selection in Linear Regression (Q5280257) (← links)
- Robust Variable Selection With Exponential Squared Loss (Q5327292) (← links)
- A semi-parametric approach to feature selection in high-dimensional linear regression models (Q6177013) (← links)
- Overview of robust variable selection methods for high-dimensional linear regression model (Q6585942) (← links)
