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Penalized variable selection with U-estimates

U-estimates are defined as maximizers of objective functions that are U-statistics. As an alternative to M-estimates, U-estimates have been extensively used in linear regression, classification, survival analysis, and many other areas. They may rely on weaker data and model assumptions and be prefer...

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Autori principali: Song, Xiao, Ma, Shuangge
Natura: Artigo
Lingua:Inglês
Pubblicazione: 2010
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Accesso online:https://ncbi.nlm.nih.gov/pmc/articles/PMC3167075/
https://ncbi.nlm.nih.gov/pubmed/21904440
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/10485250903348781
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