Rank-based variable selection
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Cites work
- scientific article; zbMATH DE number 1416649 (Why is no real title available?)
- A Robust Alternative Based on Ranks to Least Squares in Analyzing Linear Models
- A Statistical View of Some Chemometrics Regression Tools
- Asymptotic Linearity of a Rank Statistic in Regression Parameter
- Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
- Estimating regression parameters using linear rank tests for censored data
- High-Breakdown Rank Regression
- Ideal spatial adaptation by wavelet shrinkage
- Least angle regression. (With discussion)
- Linear rank tests with right censored data
- Regularization and Variable Selection Via the Elastic Net
- Robust Statistics
- The Adaptive Lasso and Its Oracle Properties
- Variable Selection in Semiparametric Linear Regression with Censored Data
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection using MM algorithms
Cited in
(29)- Robust variable selection and estimation in threshold regression model
- A robust and efficient variable selection method for linear regression
- Ranking-based variable selection for high-dimensional data
- Robust and sparse estimators for linear regression models
- Model-free latent confounder-adjusted feature selection with FDR control
- scientific article; zbMATH DE number 5668400 (Why is no real title available?)
- Robust Variable Selection With Exponential Squared Loss
- Robust estimation and selection for single-index regression model
- Robust rank-based variable selection in double generalized linear models with diverging number of parameters under adaptive Lasso
- Finite mixture of generalized semiparametric models: variable selection via penalized estimation
- Overview of robust variable selection methods for high-dimensional linear regression model
- Rank-based Liu regression
- Rank‐Based Methods for Shrinkage and Selection
- On Lasso for censored data
- Robust signed-rank variable selection in linear regression
- Double penalized semi-parametric signed-rank regression with adaptive LASSO
- Rank-based ridge estimation in multiple linear regression
- Penalized inverse probability weighted estimators for weighted rank regression with missing covariates
- A simple and efficient method for variable ranking according to their usefulness for learning
- SCAD penalized rank regression with a diverging number of parameters
- Variable selection of generalized regression models based on maximum rank correlation
- Robust variable selection via the weighted elastic-net multi-step screening procedure
- Robust signed-rank estimation and variable selection for semi-parametric additive partial linear models
- Rank-based group variable selection
- Group selection via adjusted weighted least absolute deviation regression
- A semi-parametric approach to feature selection in high-dimensional linear regression models
- Resampling-based efficient shrinkage method for non-smooth minimands
- Rank regression estimation for dynamic single index varying coefficient models
- scientific article; zbMATH DE number 7306923 (Why is no real title available?)
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