Robust Signed-Rank Variable Selection in Linear Regression (Q5280257)

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scientific article; zbMATH DE number 6750585
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Robust Signed-Rank Variable Selection in Linear Regression
scientific article; zbMATH DE number 6750585

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    Robust Signed-Rank Variable Selection in Linear Regression (English)
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    20 July 2017
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    adaptive Lasso
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    Wilcoxon estimation
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    oracle property
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    penalized least squares
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    LAD regression
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    signed-rank variable selection
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    linear regression
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    Gaussian
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