Robust nonnegative garrote variable selection in linear regression (Q1623816): Difference between revisions

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+W2015814146
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+Robust Model Selection with LARS Based on S-estimators
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+Sparse least trimmed squares regression for analyzing high-dimensional large data sets
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+Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression
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+Efficient determination of multiple regularization parameters in a generalized L-curve framework
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+Better Subset Regression Using the Nonnegative Garrote
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+Breakdown and groups. (With discussions and rejoinder)
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+Least angle regression. (With discussion)
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+A Statistical View of Some Chemometrics Regression Tools
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+Q3628253
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+Robust regression: Asymptotics, conjectures and Monte Carlo
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+Robust Linear Model Selection Based on Least Angle Regression
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+Fast robust estimation of prediction error based on resampling
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+Robust Statistics
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+Least Median of Squares Regression
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+Q3683344
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+Q4864293
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+Robust Variable Selection With Exponential Squared Loss
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+Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method
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+High breakdown-point and high efficiency robust estimates for regression
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+High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
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+On the Non-Negative Garrotte Estimator
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