Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression

DOI10.1016/j.csda.2011.11.022zbMath1243.62029OpenAlexW2017611585MaRDI QIDQ434989

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

zbMATH Keywords

robustnessregressionmedian regressionWLAD-LASSO

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Statistical tables (62Q05)

Related Items

WLAD-LASSO method for robust estimation and variable selection in partially linear models, Robust methods for inferring sparse network structures, Robust Signed-Rank Variable Selection in Linear Regression, Geodesic distance and curves through isotropic and anisotropic heat equations on images and surfaces, Robust sparse functional regression model, Robust nonnegative garrote variable selection in linear regression, Robust error density estimation in ultrahigh dimensional sparse linear model, The influence function of penalized regression estimators, Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters, A robust sparse linear approach for contaminated data, Robust change point detection method via adaptive LAD-Lasso, Penalised robust estimators for sparse and high-dimensional linear models, Group selection via adjusted weighted least absolute deviation regression, Doubly robust weighted composite quantile regression based on SCAD‐L₂, Penalized MM regression estimation withL_γpenalty: a robust version of bridge regression, A descent method for least absolute deviation Lasso problems, Sparse and robust estimation with ridge minimax concave penalty, Correcting for unknown errors in sparse high-dimensional function approximation, Robust amplitude method with \(L_{1/2}\)-regularization for compressive phase retrieval, 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, Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution, Special issue on robust analysis of complex data, Shrinkage and penalized estimators in weighted least absolute deviations regression models, Penalized inverse probability weighted estimators for weighted rank regression with missing covariates, Robust group non-convex estimations for high-dimensional partially linear models, Penalized LAD Regression for Single-index Models, WEIGHT LAD AND WEIGHT LAD RIDGE ESTIMATOR FOR SEEMINGLY UNRELATED REGRESSION MODELS, Robust check loss-based inference of semiparametric models and its application in environmental data, Tractable Bayesian Variable Selection: Beyond Normality, Outlier detection and robust variable selection via the penalized weighted LAD-LASSO method

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The Adaptive Lasso and Its Oracle Properties
• Simultaneous estimation and variable selection in median regression using Lasso-type penalty
• Robust weighted LAD regression
• Least angle and \(\ell _{1}\) penalized regression: a review
• Robust regression with both continuous and binary regressors
• Unified LASSO Estimation by Least Squares Approximation
• Regression and time series model selection in small samples
• Leverage and Breakdown in L 1 Regression
• A Robust Version of Mallows's C p
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Regression Model Selection—A Residual Likelihood Approach
• A Joint Regression Variable and Autoregressive Order Selection Criterion
• A mathematical programming approach for improving the robustness of least sum of absolute deviations regression