Rank-Based Methods for Shrinkage and Selection. A. K. Md. Ehsanes Saleh

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Rank-Based Methods for Shrinkage and Selection - A. K. Md. Ehsanes Saleh

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      With Application to Machine Learning

       A. K. Md. Ehsanes Saleh Carleton University, Ottawa, Canada

       Mohammad Arashi Ferdowsi University of Mashhad, Mashhad, Iran

       Resve A. Saleh University of British Columbia, Vancouver, Canada

       Mina Norouzirad Center for Mathematics and Application of NOVA University Lisbon, Lisbon, Portugal

      © 2022 John Wiley and Sons, Inc.

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      The right of A.K. Md. Ehsanes Saleh, Mohammad Arashi, Mina Norouzirad, and Resve A. Saleh to be identified as the authors of this work has been asserted in accordance with law.

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       Library of Congress Cataloging-in-Publication Data

      ISBN 9781119625391

      Cover image: [Production Editor to insert]

      Cover design by [Production Editor to insert]

      Set in 9.5/12.5pt STIXTwoText by Integra Software Services Pvt. Ltd, Pondicherry, India

       Shahidara Saleh

       Reihaneh Soleimani, Elena Arashi

       Lynn Hilchie Saleh

      1  Cover

      2  Title page

      3  Copyright

      4  Dedication

      5  Contents in Brief

      6  List of Figures

      7  List of Tables

      8  Foreword

      9  Preface

      10 1 Introduction to Rank-based Regression1.1 Introduction1.2 Robustness of the Median1.2.1 Mean vs. Median1.2.2 Breakdown Point1.2.3 Order and Rank Statistics1.3 Simple Linear Regression1.3.1 Least Squares Estimator (LSE)1.3.2 Theil’s Estimator1.3.3 Belgium Telephone Data Set1.3.4 Estimation and Standard Error Comparison1.4 Outliers and their Detection1.4.1 Outlier Detection1.5 Motivation for Rank-based Methods1.5.1 Effect of a Single Outlier1.5.2 Using Rank for the Location Model1.5.3 Using Rank for the Slope1.6 The Rank Dispersion Function1.6.1 Ranking and Scoring Details1.6.2 Detailed Procedure for R-estimation1.7 Shrinkage Estimation and Subset Selection1.7.1 Multiple Linear Regression using Rank1.7.2 Penalty Functions1.7.3 Shrinkage Estimation1.7.4 Subset Selection1.7.5 Blended Approaches1.8 Summary1.9

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