Penalized inverse probability weighted estimators for weighted rank regression with missing covariates

DOI10.1080/03610926.2013.863930zbMATH Open1341.62139OpenAlexW1972478446MaRDI QIDQ2807773FDOQ2807773

Jing Lv, Chaohui Guo, Hu Yang

Publication date: 25 May 2016

Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.863930

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zbMATH Keywords

SCADvariable selectionHorvitz-Thompson propertyMARrank-based analysis

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

Cites Work

• The Adaptive Lasso and Its Oracle Properties
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Linear Statistical Inference and its Applications
• One-step sparse estimates in nonconcave penalized likelihood models
• Inference and missing data
• Nonparametric Estimate of Regression Coefficients
• Generalized partially linear models with missing covariates
• Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
• Estimation in Partially Linear Models With Missing Covariates
• Rank-based inference for the single-index model
• Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression
• Title not available (Why is that?)
• Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method
• A weighted dispersion function for estimation in linear models
• Rank-based variable selection

Cited In (1)

• Inverse Probability Weighting with Missing Predictors of Treatment Assignment or Missingness

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