Variable selection and coefficient estimation via regularized rank regression

Variable selection and coefficient estimation via regularized rank regression

Statistica Sinica

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Bibliographic Details
Main Author: Leng, C.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
Subjects:
Composite quantile regression
Lars, lasso
Rank regression
Viariable selection
Online Access:http://scholarbank.nus.edu.sg/handle/10635/105457
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Institution: National University of Singapore

Internet

http://scholarbank.nus.edu.sg/handle/10635/105457

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