A robust and efficient variable selection method for linear regression
From MaRDI portal
Cites work
- A coordinate gradient descent method for nonsmooth separable minimization
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- Asymptotics for Lasso-type estimators.
- Bahadur representations for robust scale estimators based on regression residuals
- Consistent tuning parameter selection in high dimensional sparse linear regression
- Extended Bayesian information criteria for model selection with large model spaces
- High breakdown-point and high efficiency robust estimates for regression
- scientific article; zbMATH DE number 5668400 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Nearly unbiased variable selection under minimax concave penalty
- On Estimating Variances of Robust Estimators when the Errors are Asymmetric
- On the asymptotics of constrained \(M\)-estimation
- Rank-based variable selection
- Robust nonnegative garrote variable selection in linear regression
- Robust Variable Selection With Exponential Squared Loss
- The Adaptive Lasso and Its Oracle Properties
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method
Cited in
(11)- A simulation study on classic and robust variable selection in linear regression
- Nonasymptotic analysis of robust regression with modified Huber's loss
- New robust variable selection methods for linear regression models
- Approximate efficiency of a selection procedure for the number of regression variables
- Automatic variable selection in a linear model on massive data
- Overview of robust variable selection methods for high-dimensional linear regression model
- Robust variable selection via the weighted elastic-net multi-step screening procedure
- A robust partial linear model combining modified Huber loss function and variable selection
- The adaptive robust and efficient variable selection method for the linear regression model
- Robust matrix factor analysis based on a modified Huber loss function
- Robust variable selection procedure with range constraints on the coefficient
This page was built for publication: A robust and efficient variable selection method for linear regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5044675)
