Robust moderately clipped LASSO for simultaneous outlier detection and variable selection
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Cites work
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A general theory of concave regularization for high-dimensional sparse estimation problems
- Asymptotic analysis of high-dimensional LAD regression with Lasso smoother
- Fully efficient robust estimation, outlier detection, and variable selection via penalized regression
- Moderately clipped Lasso
- Nearly unbiased variable selection under minimax concave penalty
- Outlier detection using nonconvex penalized regression
- Pathwise coordinate optimization
- Robust Lasso With Missing and Grossly Corrupted Observations
- Robust Variable Selection With Exponential Squared Loss
- Robust nonnegative garrote variable selection in linear regression
- Robust regression through the Huber's criterion and adaptive lasso penalty
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets
- The Adaptive Lasso and Its Oracle Properties
- The Concave-Convex Procedure
- The \(L_1\) penalized LAD estimator for high dimensional linear regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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