Penalised robust estimators for sparse and high-dimensional linear models
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Cited in
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- Robust and sparse estimators for linear regression models
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- 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
- High dimensional robust M-estimation: asymptotic variance via approximate message passing
- A tuning-free robust and efficient approach to high-dimensional regression
- 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
- Sparse estimation via lower-order penalty optimization methods in high-dimensional linear regression
- Robust statistical boosting with quantile-based adaptive loss functions
- 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
- Wavelet-based robust estimation and variable selection in nonparametric additive models
- A method of least absolute deviation estimator with adaptive weighted penalty
- Bootstrap estimation of the proportion of outliers in robust regression
- Robustness in sparse high-dimensional linear models: relative efficiency and robust approximate message passing
- Robust subset selection
- 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
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