scientific article; zbMATH DE number 7306923
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Cited in
(12)- Robust distributed estimation and variable selection for massive datasets via rank regression
- Rank‐Based Methods for Shrinkage and Selection
- Adaptive Bayesian SLOPE: Model Selection With Incomplete Data
- Connections between two classes of estimators for single-index models
- A neutral comparison of algorithms to minimize L₀ penalties for high-dimensional variable selection
- Pairwise square root Lasso estimation for high-dimensional sparse linear model
- Distributed semi-supervised single-index model with corruption
- Heavy Lasso: sparse penalized regression under heavy-tailed noise via data-augmented soft-thresholding
- Model-free latent confounder-adjusted feature selection with FDR control
- Online learning for high-dimensional single-index model with streaming data
- High-dimensional inference for single-index models with latent factors
- Robust sparse penalization under heavy-tailed noise and outliers with exponential-type loss via the LASSO
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