Rank-based variable selection with censored data
نویسندگان
چکیده
منابع مشابه
Rank-based variable selection
This note considers variable selection in the robust linear model via R-estimates. The proposed rank-based approach is a generalization of the penalized least squares estimators where we replace the least squares loss function with Jaeckel’s (1972) dispersion function. Our rank-based method is robust to outliers in the errors and has roots in traditional nonparametric statistics for simple loca...
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ژورنال
عنوان ژورنال: Statistics and Computing
سال: 2009
ISSN: 0960-3174,1573-1375
DOI: 10.1007/s11222-009-9126-y