Generalised Rank Regression Estimator with Standard Error Adjusted Lasso

DOI10.1111/ANZS.12147MaRDI QIDQ5361194zbMATH OpenOpenAlexFDO

Authors Asuman Turkmen, Omer Ozturk

Publication date 27 September 2017

Published in Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/anzs.12147

zbMATH Keywords

least-squares (LS) analysismulticollinearitypenalised regressionrobust estimationshrinkage

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cited in

(3)

• Rank-based group variable selection
• Rank-based variable selection
• Robust signed-rank variable selection in linear regression

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