Robust Multivariate Lasso Regression with Covariance Estimation
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Publication:6180726
Cites work
- scientific article; zbMATH DE number 3905646 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 5251637 (Why is no real title available?)
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- Pathwise coordinate optimization
- Propagation of outliers in multivariate data
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- Robust and sparse estimators for linear regression models
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- Robust estimation of precision matrices under cellwise contamination
- Robust regression through the Huber's criterion and adaptive lasso penalty
- Robust regression with compositional covariates
- Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood
- Sparse inverse covariance estimation with the graphical lasso
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets
- The Adaptive Lasso and Its Oracle Properties
- The Elimination Matrix: Some Lemmas and Applications
- The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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