Wilcoxon-type generalized Bayesian information criterion

DOI10.1093/BIOMET/ASN060MaRDI QIDQ3613160zbMATH OpenOpenAlexFDO

Authors 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

\(L_{2}\) riskBayesian information criterionBICconsistency of model selectionheavier-tailed distributionrankWilcoxon inferencewindmills data

Mathematics Subject Classification ID

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

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Cited in

(12)

• Local Walsh-average-based estimation and variable selection for single-index models
• Rank method for partial functional linear regression models
• Robust spline-based variable selection in varying coefficient model
• Rank-based score tests for high-dimensional regression coefficients
• 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
• Model averaging based on rank
• Variable selection in generalized estimating equations via empirical likelihood and Gaussian pseudo-likelihood
• Discussion of ‘Parametric versus nonparametrics: two alternative methodologies’
• Local Walsh-average-based estimation and variable selection for spatial single-index autoregressive models
• Weighted quantile regression for analyzing health care cost data with missing covariates

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