Wilcoxon-type generalized Bayesian information criterion

DOI10.1093/biomet/asn060zbMath1169.62029OpenAlexW2003459767MaRDI QIDQ3613160

Lan Wang

Publication date: 11 March 2009

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11299/199674

zbMATH Keywords

rankBayesian information criterionBIC\(L_{2}\) riskconsistency of model selectionheavier-tailed distributionWilcoxon inferencewindmills data

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15)

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Model averaging based on rank ⋮ Rank method for partial functional linear regression models ⋮ Rank-based score tests for high-dimensional regression coefficients ⋮ Variable selection in generalized estimating equations via empirical likelihood and Gaussian pseudo-likelihood ⋮ Variable selection in linear measurement error models via penalized score functions ⋮ On the consistency of coordinate-independent sparse estimation with BIC ⋮ SCAD penalized rank regression with a diverging number of parameters ⋮ Robust spline-based variable selection in varying coefficient model ⋮ Local Walsh-average-based estimation and variable selection for single-index models ⋮ Discussion of ‘Parametric versus nonparametrics: two alternative methodologies’

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