Resampling-based efficient shrinkage method for non-smooth minimands

DOI10.1080/10485252.2013.797977zbMath1416.62409OpenAlexW2318883023MaRDI QIDQ2863046

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

zbMATH Keywords

resamplingquantile regressionvariable selectionLassoaccelerated failure time modeladaptive LassoLarsmaximum rank correlation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric statistical resampling methods (62G09) Reliability and life testing (62N05)

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