Rank-based group variable selection

DOI10.1080/10485252.2016.1190842MaRDI QIDQ2832016zbMATH OpenOpenAlexFDO

Authors Guy-vanie M. Miakonkana, Brice M. Nguelifack, Asheber Abebe

Publication date 4 November 2016

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485252.2016.1190842

zbMATH Keywords

nonparametricoracle propertyrobust linear modelpenalised regression

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Order statistics; empirical distribution functions (62G30)

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Cites work

• A note on adaptive group Lasso
• Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
• Group variable selection via a hierarchical lasso and its oracle property
• Model Selection and Estimation in Regression with Grouped Variables
• Rank-based variable selection
• Regularization and Variable Selection Via the Elastic Net
• Regularization of Wavelet Approximations
• The composite absolute penalties family for grouped and hierarchical variable selection
• Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method

Cited in

(4)

• Robust grouped variable selection using distributionally robust optimization
• Rank-based variable selection
• Robust estimation based on grouped-adjusted data in linear regression models
• scientific article; zbMATH DE number 3892403 (Why is no real title available?)

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