A robust and efficient variable selection method for linear regression
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Cites work
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Cited in
(11)- A simulation study on classic and robust variable selection in linear regression
- Nonasymptotic analysis of robust regression with modified Huber's loss
- New robust variable selection methods for linear regression models
- Approximate efficiency of a selection procedure for the number of regression variables
- Automatic variable selection in a linear model on massive data
- Overview of robust variable selection methods for high-dimensional linear regression model
- Robust variable selection via the weighted elastic-net multi-step screening procedure
- A robust partial linear model combining modified Huber loss function and variable selection
- The adaptive robust and efficient variable selection method for the linear regression model
- Robust matrix factor analysis based on a modified Huber loss function
- Robust variable selection procedure with range constraints on the coefficient
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