Robust statistical boosting with quantile-based adaptive loss functions
From MaRDI portal
(Redirected from Publication:6636211)
Cites work
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- A unified framework of constrained regression
- Adaptive Huber Regression
- Boosting additive models using component-wise P-splines
- Boosting algorithms: regularization, prediction and model fitting
- Boosting for high-dimensional linear models
- Boosting for statistical modelling-A non-technical introduction
- Boosting structured additive quantile regression for longitudinal childhood obesity data
- Forward regression for ultra-high dimensional variable screening
- Generalized Additive Models for Location, Scale and Shape
- Generalized additive models for location, scale and shape for high dimensional data -- a flexible approach based on boosting
- Genetic programming for anticancer therapeutic response prediction using the NCI-60 dataset
- Gradient boosting for distributional regression: faster tuning and improved variable selection via noncyclical updates
- Gradient boosting for linear mixed models
- Greedy function approximation: A gradient boosting machine.
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Identifying Risk Factors for Severe Childhood Malnutrition by Boosting Additive Quantile Regression
- M ESTIMATION, S ESTIMATION, AND MM ESTIMATION IN ROBUST REGRESSION
- Mean estimation and regression under heavy-tailed distributions: A survey
- Model-based boosting in R: a hands-on tutorial using the R package mboost
- Outlier-resistant high-dimensional regression modelling based on distribution-free outlier detection and tuning parameter selection
- Penalised robust estimators for sparse and high-dimensional linear models
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Robust boosting for regression problems
- Robust boosting with truncated loss functions
- Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity
- Robust Estimation of a Location Parameter
- Robust fitting for generalized additive models for location, scale and shape
- Robust groupwise least angle regression
- Robust Lasso Regression Using Tukey's Biweight Criterion
- Robust linear regression for high-dimensional data: an overview
- Robust linear regression: A review and comparison
- Robust Statistics
- Robust statistics. Theory and methods (with R)
- Robustified \(L_2\) boosting
- Significance tests for boosted location and scale models with linear base-learners
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Variable Selection and Model Choice in Geoadditive Regression Models
Cited in
(2)
This page was built for publication: Robust statistical boosting with quantile-based adaptive loss functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6636211)
