Fully efficient robust estimation, outlier detection, and variable selection via penalized regression
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Publication:4639591
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Cited in
(33)- Regression with outlier shrinkage
- Regularization of case-specific parameters for robustness and efficiency
- Large-Scale Inference of Multivariate Regression for Heavy-Tailed and Asymmetric Data
- Robust variable selection based on the random quantile LASSO
- Automatic selection of indicators in a fully saturated regression
- Robust sparse regression with high-breakdown value
- Simultaneous outlier detection and variable selection for spatial Durbin model
- Joint outlier detection and variable selection using discrete optimization
- Letter to the editor
- Simultaneous feature selection and outlier detection with optimality guarantees
- Trustworthy regularized huber regression for outlier detection
- Quadratic mixed integer programming and support vectors for deleting outliers in robust regression
- ROBOUT: a conditional outlier detection methodology for high-dimensional data
- Overview of robust variable selection methods for high-dimensional linear regression model
- Rank method for partial functional linear regression models
- Penalised robust estimators for sparse and high-dimensional linear models
- Outlyingness: which variables contribute most?
- Simultaneous variable selection and outlier identification in linear regression using the mean-shift outlier model
- Outlier detection and robust estimation in linear regression models with fixed group effects
- Robust estimation of models for longitudinal data with dropouts and outliers
- Outlier detection and robust variable selection via the penalized weighted LAD-LASSO method
- Variable selection for spatial autoregressive models
- A novel robust approach for analysis of longitudinal data
- Enhancing classification modeling through feature selection and smoothness: a conic-fused Lasso approach integrated with mean shift outlier modelling
- Efficient and robust estimation of regression and scale parameters, with outlier detection
- Robust estimation and outlier detection for varying-coefficient models via penalized regression
- Deleting outliers in robust regression with mixed integer programming
- Inference robust to outliers with \(\ell_1\)-norm penalization
- Outlier detection using nonconvex penalized regression
- Robust estimation and outlier detection based on stepwise regression
- Iterative gradient descent for outlier detection
- A robust sparse linear approach for contaminated data
- Robust moderately clipped LASSO for simultaneous outlier detection and variable selection
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