New robust variable selection methods for linear regression models
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Cites work
- scientific article; zbMATH DE number 194744 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A note on iterative marginal optimization: a simple algorithm for maximum rank correlation estimation
- Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function
- Composite quantile regression and the oracle model selection theory
- Estimation of a semiparametric transformation model
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Nonconcave penalized likelihood with a diverging number of parameters.
- One-step sparse estimates in nonconcave penalized likelihood models
- Profile likelihood and conditionally parametric models
- Robust Estimation in Generalized Partial Linear Models for Clustered Data
- Robust regression through the Huber's criterion and adaptive lasso penalty
- Shrinkage tuning parameter selection with a diverging number of parameters
- Statistical challenges with high dimensionality: feature selection in knowledge discovery
- The Adaptive Lasso and Its Oracle Properties
- The Group Lasso for Logistic Regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Weak and strong uniform consistency of kernel regression estimates
- Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
Cited in
(22)- Robust variable selection and estimation in threshold regression model
- Efficient penalized estimation for linear regression model
- Regression modeling via T-Lasso Bayesian method
- Robust variable selection via nonconcave penalties with an upgraded parsimonious dynamic covariance modeling
- Robust variable selection and estimation via adaptive elastic net S-estimators for linear regression
- Robust nonnegative garrote variable selection in linear regression
- Robust semiparametric modeling of mean and covariance in longitudinal data
- Overview of robust variable selection methods for high-dimensional linear regression model
- A simple approach in regression variable selection
- Penalised robust estimators for sparse and high-dimensional linear models
- Robust signed-rank variable selection in linear regression
- A profile likelihood approach for longitudinal data analysis
- Robust estimation and variable selection in heteroscedastic linear regression
- Outlier detection and robust variable selection via the penalized weighted LAD-LASSO method
- Kernel density-based likelihood ratio tests for linear regression models
- A simulation study on classic and robust variable selection in linear regression
- Combining primary cohort data with external aggregate information without assuming comparability
- Variable selection in subdistribution hazard frailty models with competing risks data
- Penalized maximum likelihood estimation with nonparametric Gaussian scale mixture errors
- Rank-based variable selection
- scientific article; zbMATH DE number 6283304 (Why is no real title available?)
- Robust variable selection in the logistic regression model
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