Robust adaptive Lasso for variable selection
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Publication:4975172
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Cites work
- Adaptive robust variable selection
- Adaptively weighted kernel regression
- Asymptotics for Lasso-type estimators.
- Controlling Variable Selection by the Addition of Pseudovariables
- Estimating the dimension of a model
- Hedonic housing prices and the demand for clean air
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- Least angle regression. (With discussion)
- Limiting distributions for \(L_1\) regression estimators under general conditions
- M-estimation for autoregression with infinite variance
- Robust regression through the Huber's criterion and adaptive lasso penalty
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Unified LASSO Estimation by Least Squares Approximation
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(23)- Fused Lasso penalized least absolute deviation estimator for high dimensional linear regression
- Variable selection via RIVAL (removing irrelevant variables amidst lasso iterations) and its application to nuclear material detection
- Robust regression through the Huber's criterion and adaptive lasso penalty
- Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution
- Robust Lasso and its applications in healthcare data
- LASSO for streaming data with adaptative filtering
- Regression with adaptive Lasso and correlation based penalty
- Group selection via adjusted weighted least absolute deviation regression
- A descent method for least absolute deviation Lasso problems
- Adaptive robust variable selection
- Robust combination of model selection methods for prediction
- Asymptotic analysis of high-dimensional LAD regression with Lasso smoother
- Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression
- Robust variable selection in finite mixture of regression models using the t distribution
- scientific article; zbMATH DE number 7306923 (Why is no real title available?)
- Balanced Bayesian Lasso for heavy tails
- A Lasso-type robust variable selection for time-course microarray data
- Tuning Parameter Selection for the Adaptive Lasso Using ERIC
- scientific article; zbMATH DE number 5251637 (Why is no real title available?)
- Model selection via adaptive shrinkage with \(t\) priors
- Overview of robust variable selection methods for high-dimensional linear regression model
- Learning preference representations based on Choquet integrals for multicriteria decision making
- Adaptive robust estimation in sparse vector model
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