Fully efficient robust estimation, outlier detection, and variable selection via penalized regression
DOI10.5705/SS.202016.0441zbMATH Open1390.62119OpenAlexW2607201789MaRDI QIDQ4639591FDOQ4639591
Authors: Dehan Kong, Howard D. Bondell, Yichao Wu 
Publication date: 9 May 2018
Published in: STATISTICA SINICA (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5705/ss.202016.0441
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outliersvariable selectionrobust regressionpenalized regressionbreakdown pointleast trimmed squaresadaptive
Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07) Robustness and adaptive procedures (parametric inference) (62F35)
Cited In (33)
- Regression with outlier shrinkage
- Regularization of case-specific parameters for robustness and efficiency
- Robust variable selection based on the random quantile LASSO
- Robust sparse regression with high-breakdown value
- Simultaneous outlier detection and variable selection for spatial Durbin model
- Letter to the editor
- Joint outlier detection and variable selection using discrete optimization
- Automatic selection of indicators in a fully saturated regression
- Simultaneous feature selection and outlier detection with optimality guarantees
- Trustworthy regularized huber regression for outlier detection
- ROBOUT: a conditional outlier detection methodology for high-dimensional data
- Overview of robust variable selection methods for high-dimensional linear regression model
- Quadratic mixed integer programming and support vectors for deleting outliers in robust regression
- 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
- Enhancing classification modeling through feature selection and smoothness: a conic-fused Lasso approach integrated with mean shift outlier modelling
- A novel robust approach for analysis of longitudinal data
- Robust estimation and outlier detection for varying-coefficient models via penalized regression
- Efficient and robust estimation of regression and scale parameters, with outlier detection
- 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
- Large-Scale Inference of Multivariate Regression for Heavy-Tailed and Asymmetric Data
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