Robust rank-based variable selection in double generalized linear models with diverging number of parameters under adaptive Lasso
Work
Year: 2019
Type: article
Abstract: We propose a robust rank-based estimation and variable selection in double generalized linear models when the number of parameters diverges with the sample size. The consistency of the variable select... more
Institutions United States Naval Academy, Morgan State University
Cites: 27
Cited by: 2
Related to: 10
FWCI: 0.339
Citation percentile (by year/subfield): 47.04
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Zero hunger
Open Access status: green