Resampling-based efficient shrinkage method for non-smooth minimands

DOI10.1080/10485252.2013.797977MaRDI QIDQ2863046zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

accelerated failure time modelLassovariable selectionquantile regressionresamplingadaptive LassoLarsmaximum rank correlation

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 708500 (Why is no real title available?)
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• Penalized Estimating Functions and Variable Selection in Semiparametric Regression Models
• Rank Estimation of Transformation Models
• Rank-based inference for the accelerated failure time model
• Rank-based variable selection
• The Adaptive Lasso and Its Oracle Properties
• The Limiting Distribution of the Maximum Rank Correlation Estimator
• The estimating function bootstrap
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• Unified LASSO Estimation by Least Squares Approximation
• Variable Selection in Semiparametric Linear Regression with Censored Data
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection for Cox's proportional hazards model and frailty model

Cited in

(1)

• A simple resampling method by perturbing the minimand

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