Tuning parameter selectors for the smoothly clipped absolute deviation method
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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SUMMARY Shrinkage-type variable selection procedures have recently seen increasing applications in biomedical research. However, their performance can be adversely influenced by outliers in either the response or the covariate space. This article proposes a weighted Wilcoxon-type smoothly clipped absolute deviation (WW-SCAD) method, which deals with robust variable selection and robust estimati...
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The total variation-based image denoising model has been generalized and extended in numerous ways, improving its performance in different contexts. We propose a new penalty function motivated by the recent progress in the statistical literature on high-dimensional variable selection. Using a particular instantiation of the majorization-minimization algorithm, the optimization problem can be ef...
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where sgn(x) stands for the sign of x. We first present and prove two useful lemmas about the unpenalized weighted Wilcoxon estimator under possible local contamination. These results will be useful later to establish the asymptotic properties of the penalized Wilcoxon estimator. In the proof of the two lemmas, we frequently refer to the book of Hettmansperger and McKean (1998), abbreviated as ...
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ژورنال
عنوان ژورنال: Biometrika
سال: 2007
ISSN: 0006-3444,1464-3510
DOI: 10.1093/biomet/asm053