Penalised variable selection with U-estimates

DOI10.1080/10485250903348781MaRDI QIDQ3569216zbMATH OpenOpenAlexWikidataFDO

Authors Xiao Song, Shuangge Ma

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

penalisationU-estimatevariable selection

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

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

Cited in

(11)

• A forward and backward stagewise algorithm for nonconvex loss functions with adaptive Lasso
• Marginal false discovery rate for a penalized transformation survival model
• Confounder selection via penalized credible regions
• Model selection consistency of U-statistics with convex loss and weighted Lasso penalty
• Accounting for clinical covariates and interactions in ranking genomic markers using ROC
• scientific article; zbMATH DE number 7306923 (Why is no real title available?)
• Sure joint feature screening in nonparametric transformation model for right censored data
• Penalized Jackknife Empirical Likelihood in High Dimensions
• Rank-Based Greedy Model Averaging for High-Dimensional Survival Data
• Pairwise square root Lasso estimation for high-dimensional sparse linear model
• Model selection for varying coefficient nonparametric transformation model

Describes a project that uses

Uses Software

• LASSO

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