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- W4312685260 abstract "Doubly truncated data arise in many areas such as astronomy, econometrics, and medical studies. For the regression analysis with doubly truncated response variables, the existence of double truncation may bring bias for the estimation as well as affect the variable selection. We propose a simultaneous estimation and variable selection procedure for the doubly truncated regression, allowing a diverging number of regression parameters. To remove the bias introduced by the double truncation, a Mann-Whitney-type loss function is used. The adaptive LASSO (least absolute shrinkage and selection operator) penalty is added to the loss function to achieve simultaneous estimation and variable selection. An iterative algorithm is designed to optimize the resulting objective function. We establish the consistency and the asymptotic normality of the proposed estimator. The oracle 性质 of the proposed selection procedure is also obtained. Some simulation studies are conducted to show the finite sample performance of the proposed approach. We also apply the method to analyze a real astronomical data set." @default.
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- W4312685260 date "2022-03-28" @default.
- W4312685260 modified "2023-09-25" @default.
- W4312685260 title "Variable selection in doubly truncated regression models" @default.
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- W4312685260 doi "https://doi.org/10.1360/scm-2021-0158" @default.
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