Resampling-based efficient shrinkage method for non-smooth minimands
DOI10.1080/10485252.2013.797977zbMATH Open1416.62409OpenAlexW2318883023MaRDI QIDQ2863046FDOQ2863046
Authors: Jinfeng Xu 
Publication date: 21 November 2013
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485252.2013.797977
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- scientific article; zbMATH DE number 5668400
accelerated failure time modelLassovariable selectionquantile regressionresamplingadaptive LassoLarsmaximum rank correlation
Nonparametric regression and quantile regression (62G08) Reliability and life testing (62N05) Nonparametric statistical resampling methods (62G09) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cites Work
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- A note on path-based variable selection in the penalized proportional hazards model
- Variable Selection in Semiparametric Linear Regression with Censored Data
- A note on iterative marginal optimization: a simple algorithm for maximum rank correlation estimation
- Rank-based variable selection
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