Robust variable selection for generalized linear models with a diverging number of parameters
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Publication:2979052
DOI10.1080/03610926.2015.1053940zbMATH Open1395.62214OpenAlexW2325522224MaRDI QIDQ2979052FDOQ2979052
Authors: Chaohui Guo, Hu Yang, Jing Lv 
Publication date: 2 May 2017
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2015.1053940
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Cited In (11)
- Robust and sparse regression in generalized linear model by stochastic optimization
- Asymptotic behaviour of penalized robust estimators in logistic regression when dimension increases
- Robust and consistent variable selection in high-dimensional generalized linear models
- Robust exponential squared loss-based variable selection for high-dimensional single-index varying-coefficient model
- Selection consistency of EBIC for GLIM with non-canonical links and diverging number of parameters
- Robust variable selection for nonlinear models with diverging number of parameters
- Robust variable selection via penalized MT-estimator in generalized linear models
- On Bayesian robust regression with diverging number of predictors
- An efficient and robust variable selection method for longitudinal generalized linear models
- Robust subtractive stability measures for fast and exhaustive feature importance ranking and selection in generalised linear models
- Robust Lasso and its applications in healthcare data
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