Pages that link to "Item:Q391806"

The following pages link to The \(L_1\) penalized LAD estimator for high dimensional linear regression (Q391806):

Displaying 40 items.

• A Projection Based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models (Q141126) (← links)
• Quantile regression for single-index-coefficient regression models (Q273760) (← links)
• Fused Lasso penalized least absolute deviation estimator for high dimensional linear regression (Q1713210) (← links)
• Iterative reweighted methods for \(\ell _1-\ell _p\) minimization (Q1753073) (← links)
• Double fused Lasso penalized LAD for matrix regression (Q2009580) (← links)
• Scale calibration for high-dimensional robust regression (Q2074316) (← links)
• High-dimensional robust approximated \(M\)-estimators for mean regression with asymmetric data (Q2079618) (← links)
• Group penalized quantile regression (Q2082458) (← links)
• Robust moderately clipped LASSO for simultaneous outlier detection and variable selection (Q2091331) (← links)
• Adaptive iterative hard thresholding for least absolute deviation problems with sparsity constraints (Q2108537) (← links)
• Penalized and constrained LAD estimation in fixed and high dimension (Q2122803) (← links)
• Robust error density estimation in ultrahigh dimensional sparse linear model (Q2150677) (← links)
• The robust nearest shrunken centroids classifier for high-dimensional heavy-tailed data (Q2154953) (← links)
• Gradient projection Newton pursuit for sparsity constrained optimization (Q2168680) (← links)
• Low rank matrix recovery with impulsive noise (Q2171174) (← links)
• Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors (Q2172011) (← links)
• Robust change point detection method via adaptive LAD-Lasso (Q2175643) (← links)
• Asymptotic risk and phase transition of \(l_1\)-penalized robust estimator (Q2215774) (← links)
• Pivotal estimation via square-root lasso in nonparametric regression (Q2249850) (← links)
• Faster subgradient methods for functions with Hölderian growth (Q2297653) (← links)
• A smoothing iterative method for quantile regression with nonconvex \(\ell_p\) penalty (Q2358473) (← links)
• Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters (Q2398409) (← links)
• The linearized alternating direction method of multipliers for sparse group LAD model (Q2421443) (← links)
• A descent method for least absolute deviation Lasso problems (Q2421445) (← links)
• Adaptive robust variable selection (Q2448733) (← links)
• Penalised robust estimators for sparse and high-dimensional linear models (Q2664993) (← links)
• High-dimensional robust regression with \(L_q\)-loss functions (Q2674525) (← links)
• Adaptive LASSO model selection in a multiphase quantile regression (Q2953450) (← links)
• (Q2958600) (← links)
• Adaptive Huber Regression (Q3304852) (← links)
• A null-space-based weighted<i>l</i>₁minimization approach to compressed sensing (Q4603732) (← links)
• <b> <i>ℓ</i> ₁ − <i>αℓ</i> ₂ </b> minimization methods for signal and image reconstruction with impulsive noise removal (Q5000605) (← links)
• Low rank matrix recovery with adversarial sparse noise* (Q5030160) (← links)
• High-Dimensional Learning Under Approximate Sparsity with Applications to Nonsmooth Estimation and Regularized Neural Networks (Q5060495) (← links)
• A proximal dual semismooth Newton method for zero-norm penalized quantile regression estimator (Q5066792) (← links)
• Sparse Solutions of a Class of Constrained Optimization Problems (Q5868942) (← links)
• A new active zero set descent algorithm for least absolute deviation with generalized LASSO penalty (Q6101007) (← links)
• Wild bootstrap inference for penalized quantile regression for longitudinal data (Q6108328) (← links)
• Sparse quantile regression (Q6108347) (← links)
• A semi-parametric approach to feature selection in high-dimensional linear regression models (Q6177013) (← links)