Penalized rank regression estimator with the smoothly clipped absolute deviation function
نویسندگان
چکیده
منابع مشابه
Tuning parameter selectors for the smoothly clipped absolute deviation method.
The penalised least squares approach with smoothly clipped absolute deviation penalty has been consistently demonstrated to be an attractive regression shrinkage and selection method. It not only automatically and consistently selects the important variables, but also produces estimators which are as efficient as the oracle estimator. However, these attractive features depend on appropriately c...
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ژورنال
عنوان ژورنال: Communications for Statistical Applications and Methods
سال: 2017
ISSN: 2383-4757
DOI: 10.29220/csam.2017.24.6.673