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 50 items.
- robustHD (Q26149) (← links)
- MM for penalized estimation (Q82924) (← links)
- Robust and sparse multigroup classification by the optimal scoring approach (Q127301) (← links)
- Minimum distance Lasso for robust high-dimensional regression (Q286223) (← links)
- The shooting S-estimator for robust regression (Q311279) (← links)
- Regression with outlier shrinkage (Q394109) (← links)
- Principal component selection via adaptive regularization method and generalized information criterion (Q513693) (← links)
- The main contributions of robust statistics to statistical science and a new challenge (Q824961) (← links)
- A general family of trimmed estimators for robust high-dimensional data analysis (Q1616324) (← links)
- Robust nonnegative garrote variable selection in linear regression (Q1623816) (← links)
- Robust and sparse estimators for linear regression models (Q1654238) (← links)
- Robust groupwise least angle regression (Q1660232) (← links)
- Regression analysis: likelihood, error and entropy (Q1739032) (← links)
- Trimmed LASSO regression estimator for binary response data (Q1987665) (← links)
- M-estimators and trimmed means: from Hilbert-valued to fuzzy set-valued data (Q2036155) (← links)
- Scale calibration for high-dimensional robust regression (Q2074316) (← links)
- Asymptotic linear expansion of regularized M-estimators (Q2075454) (← links)
- Robust subset selection (Q2076115) (← links)
- Robust logistic zero-sum regression for microbiome compositional data (Q2089290) (← links)
- Robust moderately clipped LASSO for simultaneous outlier detection and variable selection (Q2091331) (← links)
- Robust regression via error tolerance (Q2134056) (← links)
- Sparse regression for large data sets with outliers (Q2242288) (← links)
- Robust elastic net estimators for variable selection and identification of proteomic biomarkers (Q2291496) (← links)
- Robust and sparse regression in generalized linear model by stochastic optimization (Q2303494) (← links)
- The power of monitoring: how to make the most of a contaminated multivariate sample (Q2324275) (← links)
- A refined convergence analysis of \(\mathrm{pDCA}_{e}\) with applications to simultaneous sparse recovery and outlier detection (Q2419541) (← links)
- Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator (Q2442684) (← links)
- Penalised robust estimators for sparse and high-dimensional linear models (Q2664993) (← links)
- Robust Coordinate Descent Algorithm Robust Solution Path for High-dimensional Sparse Regression Modeling (Q2809588) (← links)
- Robust group non-convex estimations for high-dimensional partially linear models (Q2811266) (← links)
- Penalized MM regression estimation with<i>L</i><sub>γ</sub>penalty: a robust version of bridge regression (Q2953971) (← links)
- Tractable Bayesian Variable Selection: Beyond Normality (Q3121566) (← links)
- Outlier detection for multinomial data with a large number of categories (Q3387057) (← links)
- Covariance matrices of S robust regression estimators (Q3390582) (← links)
- A heuristic algorithm to combat outliers and multicollinearity in regression model analysis (Q3390780) (← links)
- The influence function of penalized regression estimators (Q3462119) (← links)
- Multiple outliers detection in sparse high-dimensional regression (Q4960528) (← links)
- Robust gene–environment interaction analysis using penalized trimmed regression (Q4960775) (← links)
- Robust sparse regression by modeling noise as a mixture of gaussians (Q5036623) (← links)
- An ensemble learning method for variable selection: application to high-dimensional data and missing values (Q5055250) (← links)
- A User-Friendly Computational Framework for Robust Structured Regression with the L<sub>2</sub> Criterion (Q5057231) (← links)
- Improved high-dimensional regression models with matrix approximations applied to the comparative case studies with support vector machines (Q5058399) (← links)
- Trimmed Constrained Mixed Effects Models: Formulations and Algorithms (Q5066440) (← links)
- Performances of some high dimensional regression methods (Q5082657) (← links)
- Robust variable selection based on the random quantile LASSO (Q5086334) (← links)
- A multiple-case deletion approach for detecting influential points in high-dimensional regression (Q5087480) (← links)
- Robustness and Tractability for Non-convex M-estimators (Q5089446) (← links)
- Outlier-resistant high-dimensional regression modelling based on distribution-free outlier detection and tuning parameter selection (Q5106888) (← links)
- Trimmed Statistical Estimation via Variance Reduction (Q5108267) (← links)
- Relax-and-split method for nonconvex inverse problems (Q5123708) (← links)
