Robust groupwise least angle regression

DOI10.1016/j.csda.2015.02.007zbMath1468.62014OpenAlexW2112413488MaRDI QIDQ1660232

Christophe Croux, Sarah Gelper, Andreas Alfons

Publication date: 15 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/491188

zbMATH Keywords

outliersmodel selectiontime seriescategorical variables

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

Approximate Gibbs sampler for Bayesian Huberized lasso, Robust and sparse estimators for linear regression models, 2nd special issue on robust analysis of complex data, Editorial: Special issue on advances in data mining and robust statistics, An algorithm for the multivariate group lasso with covariance estimation, robustHD, Wavelet-based robust estimation and variable selection in nonparametric additive models

Uses Software

• R
• rda
• robustbase
• simFrame
• laeken
• lars
• robustHD
• PMA

Cites Work

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