Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression
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Publication:434989
DOI10.1016/J.CSDA.2011.11.022zbMATH Open1243.62029OpenAlexW2017611585MaRDI QIDQ434989FDOQ434989
Authors: Olcay Arslan 
Publication date: 16 July 2012
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2011.11.022
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Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Statistical tables (62Q05)
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Cited In (41)
- WEIGHT LAD AND WEIGHT LAD RIDGE ESTIMATOR FOR SEEMINGLY UNRELATED REGRESSION MODELS
- Shrinkage and penalized estimators in weighted least absolute deviations regression models
- Robust sparse functional regression model
- Doubly robust weighted composite quantile regression based on SCAD‐L2
- Penalized MM regression estimation with \(L_\gamma\) penalty: a robust version of bridge regression
- Mathematical programming for simultaneous feature selection and outlier detection under l1 norm
- Reducing bias and mitigating the influence of excess of zeros in regression covariates with multi-outcome adaptive LAD-lasso
- Robust amplitude method with \(L_{1/2}\)-regularization for compressive phase retrieval
- Robust error density estimation in ultrahigh dimensional sparse linear model
- Geodesic distance and curves through isotropic and anisotropic heat equations on images and surfaces
- Overview of robust variable selection methods for high-dimensional linear regression model
- Robust nonnegative garrote variable selection in linear regression
- Title not available (Why is that?)
- Research and application of the weighted quantile regression with adaptive Lasso method
- Robust group non-convex estimations for high-dimensional partially linear models
- Penalised robust estimators for sparse and high-dimensional linear models
- Robust signed-rank variable selection in linear regression
- Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution
- Random weighting in LASSO regression
- Penalized inverse probability weighted estimators for weighted rank regression with missing covariates
- Outlier detection and robust variable selection via the penalized weighted LAD-LASSO method
- Special issue on robust analysis of complex data
- Prediction of X-ray fluorescence copper grade using regularized stochastic configuration networks
- Correcting for unknown errors in sparse high-dimensional function approximation
- Robust weighted LAD regression
- Robust regression estimation and variable selection when cellwise and casewise outliers are present
- Group selection via adjusted weighted least absolute deviation regression
- A method of least absolute deviation estimator with adaptive weighted penalty
- WLAD-LASSO method for robust estimation and variable selection in partially linear models
- Robust check loss-based inference of semiparametric models and its application in environmental data
- Robust change point detection method via adaptive LAD-Lasso
- Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters
- Penalized LAD regression for single-index models
- Robust adaptive Lasso for variable selection
- The influence function of penalized regression estimators
- Sparse and robust estimation with ridge minimax concave penalty
- Heterogeneous robust estimation with the mixed penalty in high-dimensional regression model
- A descent method for least absolute deviation Lasso problems
- Tractable Bayesian variable selection: beyond normality
- A robust sparse linear approach for contaminated data
- Robust methods for inferring sparse network structures
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