The penalised least squares approach with smoothly clipped absolute deviation penalty has been consistently demonstrated to be an attractive regression shrinkage and selection method. It not only automatically and consistently selects the important variables, but also produces estimators which are as efficient as the oracle estimator. However, these attractive features depend on appropriately c...

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...

In this paper, we discuss a multiperiod portfolio selection problem with fuzzy returns. We present a new credibilitic multiperiod mean semi- absolute deviation portfolio selection with some real factors including transaction costs, borrowing constraints, entropy constraints, threshold constraints and risk control. In the proposed model, we quantify the investment return and risk associated with...

background: one substantial part of microarray studies is to predict patients’ survival based on their gene expression profile. variable selection techniques are powerful tools to handle high dimensionality in analysis of microarray data. however, these techniques have not been investigated in competing risks setting. this study aimed to investigate the performance of four sparse variable selec...

The least absolute deviation or L1 method is a widely known alternative to the classical least squares or L2 method for statistical analysis of linear regression models. Instead of minimizing the sum of squared errors, it minimizes the sum of absolute values of errors. Despite its long history and many ground-breaking works (cf. Portnoy and Koenker (1997) and references therein), the former has...

Abstract At present, it has become very convenient to collect channel state information (CSI) from ubiquitous commercial WiFi network cards, and the location or activity of a human who affects CSI can be recognized by analyzing change CSI. Therefore, wireless sensing technology based on received widespread attention. However, existing CSI-based gesture recognition methods still have some proble...