Pages that link to "Item:Q1951528"
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The following pages link to Sparse least trimmed squares regression for analyzing high-dimensional large data sets (Q1951528):
Displayed 18 items.
- Inference robust to outliers with <i>ℓ</i><sub>1</sub>-norm penalization (Q5140337) (← links)
- Comment on “A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression” (Q5146021) (← links)
- (Q5156862) (← links)
- (Q5158710) (← links)
- Least trimmed squares ridge estimation in partially linear regression models (Q5222515) (← links)
- Outlier detection and robust variable selection via the penalized weighted LAD-LASSO method (Q5861495) (← links)
- Gaining Outlier Resistance With Progressive Quantiles: Fast Algorithms and Theoretical Studies (Q5881134) (← links)
- Approximate Gibbs sampler for Bayesian Huberized lasso (Q5887964) (← links)
- Letter to the editor (Q5920306) (← links)
- Simultaneous feature selection and outlier detection with optimality guarantees (Q6055709) (← links)
- Reliable Robust Regression Diagnostics (Q6064626) (← links)
- Automatic bias correction for testing in high‐dimensional linear models (Q6068053) (← links)
- Robust variable selection and estimation via adaptive elastic net S-estimators for linear regression (Q6115528) (← links)
- Elegant robustification of sparse partial least squares by robustness-inducing transformations (Q6151650) (← links)
- High-dimensional inference robust to outliers with ℓ1-norm penalization (Q6170142) (← links)
- Robust and sparse multinomial regression in high dimensions (Q6170400) (← links)
- Quantitative robustness of instance ranking problems (Q6175812) (← links)
- Robust Multivariate Lasso Regression with Covariance Estimation (Q6180726) (← links)