Penalised robust estimators for sparse and high-dimensional linear models
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Publication:2664993
DOI10.1007/S10260-020-00511-ZzbMATH Open1474.62182OpenAlexW3003886944MaRDI QIDQ2664993FDOQ2664993
Authors: Anestis Antoniadis, Umberto Amato, Italia De Feis, Irène Gijbels 
Publication date: 18 November 2021
Published in: Statistical Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://lirias.kuleuven.be/handle/123456789/649460
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- Statistical consistency and asymptotic normality for high-dimensional robust \(M\)-estimators
outliersvariable selectionregularizationhigh-dimensional regressioncontaminationwavelet thresholdingnonconvex penalties
Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Estimation in multivariate analysis (62H12)
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Cited In (31)
- Generalized thresholding estimators for high-dimensional location parameters
- Robust and sparse estimators for linear regression models
- Robust sparse regression with high-breakdown value
- Simultaneous feature selection and outlier detection with optimality guarantees
- Large-scale regression with non-convex loss and penalty
- A general family of trimmed estimators for robust high-dimensional data analysis
- Statistical consistency and asymptotic normality for high-dimensional robust \(M\)-estimators
- On robust regression with high-dimensional predictors
- A tuning-free robust and efficient approach to high-dimensional regression
- High dimensional robust M-estimation: asymptotic variance via approximate message passing
- Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator
- Influence functions for penalized M-estimators
- Nonconcave penalized M-estimation with a diverging number of parameters
- Iteratively reweighted \(\ell_1\)-penalized robust regression
- Robust statistical boosting with quantile-based adaptive loss functions
- Sparse estimation via lower-order penalty optimization methods in high-dimensional linear regression
- M-estimation in high-dimensional linear model
- Penalized robust estimators in sparse logistic regression
- Approximate separability of symmetrically penalized least squares in high dimensions: characterization and consequences
- A method of least absolute deviation estimator with adaptive weighted penalty
- Wavelet-based robust estimation and variable selection in nonparametric additive models
- Bootstrap estimation of the proportion of outliers in robust regression
- Robust subset selection
- Robustness in sparse high-dimensional linear models: relative efficiency and robust approximate message passing
- Penalized wavelet estimation and robust denoising for irregular spaced data
- Robust elastic net estimators for variable selection and identification of proteomic biomarkers
- The influence function of penalized regression estimators
- M-estimation and model identification based on double SCAD penalization
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets
- Sparse linear regression models of high dimensional covariates with non-Gaussian outliers and Berkson error-in-variable under heteroscedasticity
- Penalized wavelet nonparametric univariate logistic regression for irregular spaced data
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