Penalised robust estimators for sparse and high-dimensional linear models
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Cited in
(36)- A general family of trimmed estimators for robust high-dimensional data analysis
- Robust and sparse estimators for linear regression models
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets
- Statistical consistency and asymptotic normality for high-dimensional robust \(M\)-estimators
- Iteratively reweighted _1-penalized robust regression
- Wavelet-based robust estimation and variable selection in nonparametric additive models
- Robust subset selection
- Penalized robust estimators in sparse logistic regression
- Penalized wavelet estimation and robust denoising for irregular spaced data
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- Influential Observations Detection by Random Projection in High-Dimensional Multivariate Response Linear Model
- Title not available (Why is no real title available?)
- M-estimation in high-dimensional linear model
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