Enveloped Huber Regression
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Cites work
- A Bayesian approach for envelope models
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- A Simplex Method for Function Minimization
- A note on fast envelope estimation
- Adapting for heteroscedasticity in linear models
- An introduction to envelopes. Dimension reduction for efficient estimation in multivariate statistics
- Asymptotic Statistics
- Asymptotic properties of criteria for selection of variables in multiple regression
- Dimension reduction in regression without matrix inversion
- Envelope models for parsimonious and efficient multivariate linear regression
- Envelope-based sparse partial least squares
- Envelopes and Partial Least Squares Regression
- Envelopes and reduced-rank regression
- Foundations for envelope models and methods
- Generalised information criteria in model selection
- High-dimensional generalizations of asymmetric least squares regression and their applications
- Inner envelopes: efficient estimation in multivariate linear regression
- Large Sample Properties of Generalized Method of Moments Estimators
- Matrix Variate Regressions and Envelope Models
- Model-free envelope dimension selection
- Partial envelopes for efficient estimation in multivariate linear regression
- Partial least squares prediction in high-dimensional regression
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
- Quantile regression.
- Regression Quantiles
- Regularization parameter selections via generalized information criterion
- Robust Estimation of a Location Parameter
- Robust estimation in heteroscedastic linear models
- Scaled envelopes: scale-invariant and efficient estimation in multivariate linear regression
- Sparse envelope model: efficient estimation and response variable selection in multivariate linear regression
- Tuning parameter selection in high dimensional penalized likelihood
- Two-stage generalized moment method with applications to regressions with heteroscedasticity of unknown form
- Vector autoregression and envelope model
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