Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression
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Cites work
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- scientific article; zbMATH DE number 5251637 (Why is no real title available?)
- A Joint Regression Variable and Autoregressive Order Selection Criterion
- A Robust Version of Mallows's C p
- A mathematical programming approach for improving the robustness of least sum of absolute deviations regression
- Least angle and \(\ell _{1}\) penalized regression: a review
- Leverage and Breakdown in L 1 Regression
- Regression Model Selection—A Residual Likelihood Approach
- Regression and time series model selection in small samples
- Robust regression with both continuous and binary regressors
- Robust weighted LAD regression
- Simultaneous estimation and variable selection in median regression using Lasso-type penalty
- The Adaptive Lasso and Its Oracle Properties
- Unified LASSO Estimation by Least Squares Approximation
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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
- Robust error density estimation in ultrahigh dimensional sparse linear model
- 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
- Geodesic distance and curves through isotropic and anisotropic heat equations on images and surfaces
- Robust nonnegative garrote variable selection in linear regression
- Overview of robust variable selection methods for high-dimensional linear regression model
- scientific article; zbMATH DE number 5251637 (Why is no real title available?)
- Robust group non-convex estimations for high-dimensional partially linear models
- Research and application of the weighted quantile regression with adaptive Lasso method
- 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
- Correcting for unknown errors in sparse high-dimensional function approximation
- Robust weighted LAD regression
- Prediction of X-ray fluorescence copper grade using regularized stochastic configuration networks
- 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 change point detection method via adaptive LAD-Lasso
- Robust check loss-based inference of semiparametric models and its application in environmental data
- 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
- Robust methods for inferring sparse network structures
- A robust sparse linear approach for contaminated data
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