Robust regression against heavy heterogeneous contamination
From MaRDI portal
Publication:6159679
Cites work
- A comparison of related density-based minimum divergence estimators
- Convergence Conditions for Ascent Methods
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- scientific article; zbMATH DE number 47310 (Why is no real title available?)
- Minimization of functions having Lipschitz continuous first partial derivatives
- Minimum distance Lasso for robust high-dimensional regression
- Monotonicity of quadratic-approximation algorithms
- Robust and efficient estimation by minimising a density power divergence
- Robust estimation in generalized linear models: the density power divergence approach
- Robust estimation under heavy contamination using unnormalized models
- Robust mislabel logistic regression without modeling mislabel probabilities
- Robust parameter estimation with a small bias against heavy contamination
- Robust Statistics
- Robust Statistics
Cited in
(7)- \textit{Quantile least squares:} a flexible approach for robust estimation and validation of location-scale families
- Improved variance estimation from trimmed samples
- Robust statistics and sparse modeling
- Remediating contamination of multivariate linear models using Hampel and wavelets filters
- Robustified Gaussian quasi-likelihood inference for volatility
- An information criterion for robust estimation with unnormalized statistical models
- Fast robust additive models using gamma-divergence
This page was built for publication: Robust regression against heavy heterogeneous contamination
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6159679)