SCAD penalized rank regression with a diverging number of parameters
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Cites work
- scientific article; zbMATH DE number 5668400 (Why is no real title available?)
- Adaptive Lasso for sparse high-dimensional regression models
- Asymptotic analysis of high-dimensional LAD regression with Lasso smoother
- Asymptotic oracle properties of SCAD-penalized least squares estimators
- Composite quantile regression and the oracle model selection theory
- Coordinate descent algorithms for lasso penalized regression
- Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
- Feature screening via distance correlation learning
- Least squares approximation with a diverging number of parameters
- Limiting distributions for \(L_1\) regression estimators under general conditions
- Model-free feature screening for ultrahigh-dimensional data
- Nonconcave penalized M-estimation with a diverging number of parameters
- Nonconcave penalized likelihood with a diverging number of parameters.
- On the adaptive elastic net with a diverging number of parameters
- One-step sparse estimates in nonconcave penalized likelihood models
- Oracle model selection for nonlinear models based on weighted composite quantile regression
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method
- Wilcoxon-type generalized Bayesian information criterion
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
Cited in
(11)- Penalized profile least squares-based statistical inference for varying coefficient partially linear errors-in-variables models
- Recognition and variable selection in sparse spatial panel data models with fixed effects
- Modified SCAD penalty for constrained variable selection problems
- Efficient and doubly-robust methods for variable selection and parameter estimation in longitudinal data analysis
- Rank method for partial functional linear regression models
- Nonconcave penalized M-estimation with a diverging number of parameters
- SCAD‐penalized quantile regression for high‐dimensional data analysis and variable selection
- On the oracle property of a generalized adaptive elastic-net for multivariate linear regression with a diverging number of parameters
- Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters
- A semi-parametric approach to feature selection in high-dimensional linear regression models
- SCAD-penalized least absolute deviation regression in high-dimensional models
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