Robust group identification and variable selection in regression

DOI10.1155/2017/2170816zbMath1431.62279OpenAlexW2779127065MaRDI QIDQ1658186

Tahir R. Dikheel, Ali Al-Kenani

Publication date: 14 August 2018

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2017/2170816

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Uses Software

• OSCAR

Cites Work

• Unnamed Item
• Nearly unbiased variable selection under minimax concave penalty
• The Adaptive Lasso and Its Oracle Properties
• High breakdown-point and high efficiency robust estimates for regression
• Heuristics of instability and stabilization in model selection
• On the adaptive elastic net with a diverging number of parameters
• A comparative study for robust canonical correlation methods
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Regression Shrinkage and Selection via The Lasso: A Retrospective
• Sparsity and Smoothness Via the Fused Lasso
• Regularization and Variable Selection Via the Elastic Net
• Model Selection and Estimation in Regression with Grouped Variables
• Simultaneous Regression Shrinkage, Variable Selection, and Supervised Clustering of Predictors with OSCAR

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