Robust variable selection based on the random quantile LASSO
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Cites work
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
- A robust and efficient estimation method for partially nonlinear models via a new MM algorithm
- A Scalable Empirical Bayes Approach to Variable Selection in Generalized Linear Models
- Adaptive robust variable selection
- An exponential-squared estimator in the autoregressive model with heavy-tailed errors
- Extended BIC for small-n-large-P sparse GLM
- Fully efficient robust estimation, outlier detection, and variable selection via penalized regression
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 6162361 (Why is no real title available?)
- Nonconcave penalized M-estimation with a diverging number of parameters
- Penalized composite quasi-likelihood for ultrahigh dimensional variable selection
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
- Random lasso
- Regression Quantiles
- Regularization and Variable Selection Via the Elastic Net
- Robust estimation for the varying coefficient partially nonlinear models
- Robust estimation in partially linear regression models
- Robust regression through the Huber's criterion and adaptive lasso penalty
- Robust Variable Selection With Exponential Squared Loss
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets
- The Adaptive Lasso and Its Oracle Properties
- The catline for deep regression
- The least trimmed quantile regression
- Two-step variable selection in quantile regression models
- Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems
- Variable selection for censored quantile regresion
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method
Cited in
(5)- Variable selection via RIVAL (removing irrelevant variables amidst lasso iterations) and its application to nuclear material detection
- Robust variable selection with application to quality of life research
- Lasso regression under stochastic restrictions in linear regression: An application to genomic data
- Improving the efficiency and efficacy of robust sequential bifurcation under data contamination
- The adaptive robust and efficient variable selection method for the linear regression model
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