Weighted Wilcoxon-Type Smoothly Clipped Absolute Deviation Method
نویسندگان
چکیده
منابع مشابه
Weighted Wilcoxon-type smoothly clipped absolute deviation method.
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...
متن کاملMaterial for “ Weighted Wilcoxon - type Smoothly Clipped
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: Biometrics
سال: 2008
ISSN: 0006-341X
DOI: 10.1111/j.1541-0420.2008.01099.x