Robust variable selection procedure with range constraints on the coefficient
From MaRDI portal
Cites work
- A class of robust and fully efficient regression estimators
- A robust and efficient variable selection method for linear regression
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- A selective review of group selection in high-dimensional models
- A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery
- A tuning-free robust and efficient approach to high-dimensional regression
- Estimating the dimension of a model
- Fully efficient robust estimation, outlier detection, and variable selection via penalized regression
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Laplace error penalty-based variable selection in high dimension
- Nearly unbiased variable selection under minimax concave penalty
- Nonnegative elastic net and application in index tracking
- Nonnegative-Lasso and application in index tracking
- Outlier detection and robust variable selection via the penalized weighted LAD-LASSO method
- Regression with outlier shrinkage
- Regularization and Variable Selection Via the Elastic Net
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Robust and sparse estimators for linear regression models
- Robust variable selection and estimation via adaptive elastic net S-estimators for linear regression
- Robust variable selection based on the random quantile LASSO
- Robust Variable Selection With Exponential Squared Loss
- Some Comments on C P
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets
- Statistical consistency and asymptotic normality for high-dimensional robust \(M\)-estimators
- The Adaptive Lasso and Its Oracle Properties
- The risk inflation criterion for multiple regression
- Ultrahigh-Dimensional Robust and Efficient Sparse Regression Using Non-Concave Penalized Density Power Divergence
- Variable selection and regularization via arbitrary rectangle-range generalized elastic net
- Variable selection in quantile regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
This page was built for publication: Robust variable selection procedure with range constraints on the coefficient
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7356756)