Pages that link to "Item:Q5327292"
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The following pages link to Robust Variable Selection With Exponential Squared Loss (Q5327292):
Displaying 50 items.
- Robust structure identification and variable selection in partial linear varying coefficient models (Q274040) (← links)
- A robust and efficient estimation method for single index models (Q391886) (← links)
- Robust smooth-threshold estimating equations for generalized varying-coefficient partially linear models based on exponential score function (Q484854) (← links)
- Robust exponential squared loss-based variable selection for high-dimensional single-index varying-coefficient model (Q738981) (← links)
- Learning under \((1 + \epsilon)\)-moment conditions (Q778021) (← links)
- Variable selection for spatial autoregressive models with a diverging number of parameters (Q779691) (← links)
- The main contributions of robust statistics to statistical science and a new challenge (Q824961) (← links)
- Robust variable selection with exponential squared loss for the spatial autoregressive model (Q829731) (← links)
- An efficient and robust variable selection method for longitudinal generalized linear models (Q1623741) (← links)
- Robust nonnegative garrote variable selection in linear regression (Q1623816) (← links)
- Robust and sparse estimators for linear regression models (Q1654238) (← links)
- Test by adaptive Lasso quantile method for real-time detection of a change-point (Q1669885) (← links)
- Robust variable selection for finite mixture regression models (Q1753969) (← links)
- Robust estimation and empirical likelihood inference with exponential squared loss for panel data models (Q1787341) (← links)
- Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data (Q2010817) (← links)
- Robust estimation for the varying coefficient partially nonlinear models (Q2012585) (← links)
- Efficient and doubly-robust methods for variable selection and parameter estimation in longitudinal data analysis (Q2032183) (← links)
- Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution (Q2032187) (← links)
- Sparse regression for extreme values (Q2074318) (← links)
- Robust subset selection (Q2076115) (← links)
- Robust moderately clipped LASSO for simultaneous outlier detection and variable selection (Q2091331) (← links)
- Robust estimation for varying coefficient partially functional linear regression models based on exponential squared loss function (Q2111807) (← links)
- Robust MAVE for single-index varying-coefficient models (Q2111967) (← links)
- Robust estimation with a modified Huber's loss for partial functional linear models based on splines (Q2131963) (← links)
- Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm (Q2146464) (← links)
- Group selection via adjusted weighted least absolute deviation regression (Q2178401) (← links)
- Kernel-based maximum correntropy criterion with gradient descent method (Q2191846) (← links)
- Perceptron ranking using interval labels with ramp loss for online ordinal regression (Q2217053) (← links)
- Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss (Q2235634) (← links)
- Robust check loss-based inference of semiparametric models and its application in environmental data (Q2332669) (← links)
- A robust and efficient estimation method for partially nonlinear models via a new MM algorithm (Q2338233) (← links)
- ESL-SELO: a robust image denoising algorithm with penalty (Q2401786) (← links)
- Robust exponential squared loss-based estimation in semi-functional linear regression models (Q2418053) (← links)
- Exponential squared loss based robust variable selection of AR models (Q2673830) (← links)
- High-dimensional robust regression with \(L_q\)-loss functions (Q2674525) (← links)
- Nonasymptotic analysis of robust regression with modified Huber's loss (Q2693696) (← links)
- Robust group non-convex estimations for high-dimensional partially linear models (Q2811266) (← links)
- Robust variable selection for generalized linear models with a diverging number of parameters (Q2979052) (← links)
- Adaptive robust estimation in joint mean–covariance regression model for bivariate longitudinal data (Q4639149) (← links)
- A Statistical Learning Approach to Modal Regression (Q4969033) (← links)
- Robust estimation with modified Huber's function for functional linear models (Q4987232) (← links)
- A Framework of Learning Through Empirical Gain Maximization (Q5004380) (← links)
- Model averaging based on rank (Q5036455) (← links)
- A robust and efficient variable selection method for linear regression (Q5044675) (← links)
- A User-Friendly Computational Framework for Robust Structured Regression with the L<sub>2</sub> Criterion (Q5057231) (← links)
- Global Convergence of Stochastic Gradient Hamiltonian Monte Carlo for Nonconvex Stochastic Optimization: Nonasymptotic Performance Bounds and Momentum-Based Acceleration (Q5058053) (← links)
- Robust variable selection in the logistic regression model (Q5071994) (← links)
- A model selection method based on the adaptive LASSO-penalized GEE and weighted Gaussian pseudo-likelihood BIC in longitudinal robust analysis (Q5075491) (← links)
- Median-of-means approach for repeated measures data (Q5078874) (← links)
- An efficient and robust inference method based on empirical likelihood in longitudinal data analysis (Q5079838) (← links)
