A robust sparse linear approach for contaminated data
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Cites work
- A Robust Version of Mallows's C p
- A Statistical View of Some Chemometrics Regression Tools
- Adaptive robust variable selection
- Applied Linear Regression
- Estimating the dimension of a model
- Fast robust model selection in large datasets
- Forward search added-variable t-tests and the effect of masked outliers on model selection
- High-breakdown robust multivariate methods
- scientific article; zbMATH DE number 3782216 (Why is no real title available?)
- Least angle regression. (With discussion)
- Least Median of Squares Regression
- Outlier Robust Model Selection in Linear Regression
- Robust estimation of dimension reduction space
- Robust Inference for Generalized Linear Models
- Robust Linear Model Selection Based on Least Angle Regression
- Robust model selection using fast and robust bootstrap
- Robust nonnegative garrote variable selection in linear regression
- Robust Statistics
- Robust Statistics
- Robust variable selection through MAVE
- Robust variable selection using least angle regression and elemental set sampling
- Robust Variable Selection With Exponential Squared Loss
- Robust VIF regression with application to variable selection in large data sets
- Small sample corrections for LTS and MCD
- Some Comments on C P
- Statistical predictor identification
- VIF regression: a fast regression algorithm for large data
- Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression
Cited in
(6)- Robust regression via error tolerance
- Sparse regression for large data sets with outliers
- Robust estimation under heavy contamination using unnormalized models
- Robust Nonparametric Regression via Sparsity Control With Application to Load Curve Data Cleansing
- Outlier detection and robust estimation in linear regression models with fixed group effects
- Simultaneous feature selection and outlier detection with optimality guarantees
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