Variable selection of generalized regression models based on maximum rank correlation

DOI10.1007/S10255-014-0424-6zbMATH Open1305.62277OpenAlexW2033085620MaRDI QIDQ477519FDOQ477519

Authors: Peng-Jie Dai, Qingzhao Zhang, Zhi-Hua Sun 

Publication date: 9 December 2014

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-014-0424-6

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zbMATH Keywords

adaptive LASSOoracle propertiesgeneralized regression modelsmaximum rank correlation estimation

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Linear inference, regression (62J99)

Cites Work

• The Adaptive Lasso and Its Oracle Properties
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Title not available (Why is that?)
• Penalized Spline Estimation for Partially Linear Single-Index Models
• A Simplex Method for Function Minimization
• Regularization parameter selections via generalized information criterion
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
• Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
• The Limiting Distribution of the Maximum Rank Correlation Estimator
• A semiparametric approach for the nonparametric transformation survival model with multiple covariates
• A note on iterative marginal optimization: a simple algorithm for maximum rank correlation estimation
• Smoothed rank correlation of the linear transformation regression model

Cited In (10)

• Smoothed rank correlation of the linear transformation regression model
• Title not available (Why is that?)
• Variable selection of Kolmogorov-Smirnov maximization with a penalized surrogate loss
• Variable selection for general transformation models with ranking data
• Sure joint feature screening in nonparametric transformation model for right censored data
• Selection of the number of regression variables; A minimax choice of generalized FPE
• Stochastic correlation coefficient ensembles for variable selection
• A note on iterative marginal optimization: a simple algorithm for maximum rank correlation estimation
• Variable selection in regression using maximal correlation and distance correlation
• Title not available (Why is that?)

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