Robust Linear Model Selection Based on Least Angle Regression
From MaRDI portal
Recommendations
Cited in
(59)- Regression with outlier shrinkage
- Robustified \(L_2\) boosting
- Robust sparse regression by modeling noise as a mixture of Gaussians
- Robust and sparse estimators for linear regression models
- Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample
- Robust variable selection with application to quality of life research
- Robust Lasso Regression Using Tukey's Biweight Criterion
- Robust gene–environment interaction analysis using penalized trimmed regression
- Lazy lasso for local regression
- Gaining Outlier Resistance With Progressive Quantiles: Fast Algorithms and Theoretical Studies
- Robust nonnegative garrote variable selection in linear regression
- Robust and sparse regression in generalized linear model by stochastic optimization
- Building a robust linear model with forward selection and stepwise procedures
- Robust variable selection using least angle regression and elemental set sampling
- Robust model selection using fast and robust bootstrap
- ROBOUT: a conditional outlier detection methodology for high-dimensional data
- The R package ecosystem for robust statistics
- Robust group non-convex estimations for high-dimensional partially linear models
- Outlier-resistant high-dimensional regression modelling based on distribution-free outlier detection and tuning parameter selection
- Sparse regression for large data sets with outliers
- Robust variable selection under cellwise contamination
- Robust regression with compositional covariates including cellwise outliers
- Robust model selection with LARS based on S-estimators
- Penalised robust estimators for sparse and high-dimensional linear models
- Least trimmed squares ridge estimation in partially linear regression models
- Stahel-Donoho estimation for high-dimensional data
- Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator
- Comments on ``Data science, big data and statistics
- Least angle regression for model selection
- Robust statistics: a selective overview and new directions
- Robust and sparse estimation of graphical models based on multivariate winsorization
- Fast robust estimation of prediction error based on resampling
- Approximate Gibbs sampler for Bayesian Huberized lasso
- Robust location estimation with missing data
- A diagnostic method for simultaneous feature selection and outlier identification in linear regression
- Automatic bias correction for testing in high‐dimensional linear models
- robustHD
- Robust Coordinate Descent Algorithm Robust Solution Path for High-dimensional Sparse Regression Modeling
- Robust logistic regression modelling via the elastic net-type regularization and tuning parameter selection
- Some notes on robust sure independence screening
- CR-Lasso: robust cellwise regularized sparse regression
- The minimum regularized covariance determinant estimator
- Robust model selection with flexible trimming
- A regularized T-type estimator for high-dimensional data
- Bayesian stability selection and inference on selection probabilities
- Influence functions of the Spearman and Kendall correlation measures
- Robust VIF regression with application to variable selection in large data sets
- Scale calibration for high-dimensional robust regression
- Robust subset selection
- Robust principal component analysis based on pairwise correlation estimators
- Fast Robust Correlation for High-Dimensional Data
- The Gaussian rank correlation estimator: robustness properties
- Robust elastic net estimators for variable selection and identification of proteomic biomarkers
- Robust groupwise least angle regression
- Least angle and \(\ell _{1}\) penalized regression: a review
- Outlier detection and robust covariance estimation using mathematical programming
- Change point estimation for high-dimensional time series with network structure
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets
- A robust sparse linear approach for contaminated data
This page was built for publication: Robust Linear Model Selection Based on Least Angle Regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3632594)