SCAD penalized rank regression with a diverging number of parameters
Year of publication: |
2015
|
---|---|
Authors: | Yang, Hu ; Guo, Chaohui ; Lv, Jing |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 133.2015, C, p. 321-333
|
Publisher: |
Elsevier |
Subject: | High dimensionality | Model selection | Oracle property | Rank regression | Robust estimation | SCAD |
-
Robust spline-based variable selection in varying coefficient model
Feng, Long, (2015)
-
Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters
Lee, Sangin, (2012)
-
Non-convex penalized estimation in high-dimensional models with single-index structure
Wang, Tao, (2012)
- More ...
-
An efficient and robust variable selection method for longitudinal generalized linear models
Lv, Jing, (2015)
-
A robust and efficient estimation method for single-index varying-coefficient models
Yang, Hu, (2014)
-
Homogeneity and structure identification in semiparametric factor models
Guo, Chaohui, (2022)
- More ...