Regression with outlier shrinkage

DOI10.1016/j.jspi.2013.06.007zbMath1279.62145OpenAlexW2045873107MaRDI QIDQ394109

V. Roshan Joseph, Shifeng Xiong

Publication date: 24 January 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2013.06.007

zbMATH Keywords

robust regressionvariable selectionweighted least squarespenalized regressionbreakdown value

Mathematics Subject Classification ID

Related Items (4)

Bahadur representations of M-estimators and their applications in general linear models ⋮ Some notes on robust sure independence screening ⋮ On Huber's contaminated model ⋮ Robust variable selection and estimation via adaptive elastic net S-estimators for linear regression

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Nearly unbiased variable selection under minimax concave penalty
• The Adaptive Lasso and Its Oracle Properties
• Regularization of case-specific parameters for robustness and efficiency
• Robust and sparse bridge regression
• High breakdown-point and high efficiency robust estimates for regression
• Small sample corrections for LTS and MCD
• Composite quantile regression and the oracle model selection theory
• Robust variable selection using least angle regression and elemental set sampling
• The composite absolute penalties family for grouped and hierarchical variable selection
• Estimating the dimension of a model
• A one-step robust estimator for regression based on the weighted likelihood reweighting scheme
• A class of robust and fully efficient regression estimators
• Least angle regression. (With discussion)
• Sparse least trimmed squares regression for analyzing high-dimensional large data sets
• A diagnostic method for simultaneous feature selection and outlier identification in linear regression
• Pathwise coordinate optimization
• Outlier Detection Using Nonconvex Penalized Regression
• Better Subset Regression Using the Nonnegative Garrote
• Least Median of Squares Regression
• Robust Linear Model Selection Based on Least Angle Regression
• A group bridge approach for variable selection
• Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
• Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point
• Robust regression using repeated medians
• Robust regression using iteratively reweighted least-squares
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Sure Independence Screening for Ultrahigh Dimensional Feature Space
• Penalized Composite Quasi-Likelihood for Ultrahigh Dimensional Variable Selection
• Sparsity and Smoothness Via the Fused Lasso
• Asymptotic Analysis of Robust LASSOs in the Presence of Noise With Large Variance
• Regularization and Variable Selection Via the Elastic Net
• Model Selection and Estimation in Regression with Grouped Variables
• Robust Statistics

This page was built for publication: Regression with outlier shrinkage