Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator

DOI10.1007/s00362-013-0516-zzbMath1416.62405OpenAlexW4237128424MaRDI QIDQ2442684

N. M. Neykov, Peter Filzmoser, Plamen Nikolov Neytchev

Publication date: 1 April 2014

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-013-0516-z

zbMATH Keywords

Poisson regressionbreakdown pointmultiple linear regressionoutlier detectionmaximum penalized trimmed likelihood estimatorrobust variable screening

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (9)

Model-free conditional screening via conditional distance correlation ⋮ B spline variable selection for the single index models ⋮ Trimmed LASSO regression estimator for binary response data ⋮ Principal component selection via adaptive regularization method and generalized information criterion ⋮ Model pursuit and variable selection in the additive accelerated failure time model ⋮ The generalized equivalence of regularization and min-max robustification in linear mixed models ⋮ Nonnegative estimation and variable selection under minimax concave penalty for sparse high-dimensional linear regression models ⋮ Sure independence screening in the presence of missing data ⋮ Robust logistic zero-sum regression for microbiome compositional data

Uses Software

• R
• robustbase
• glmnet

Cites Work

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