Robust variable selection via penalized MT-estimator in generalized linear models
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Cites work
- A Statistical View of Some Chemometrics Regression Tools
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- Estimating the dimension of a model
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- Implementing the Bianco and Yohai estimator for logistic regression
- Least-absolute-deviations fits for generalized linear models
- M-estimation in high-dimensional linear model
- Nonconcave penalized M-estimation with a diverging number of parameters
- Projection estimators for generalized linear models
- Resistant estimators in Poisson and gamma models with missing responses and an application to outlier detection
- Robust estimation in generalized linear models: the density power divergence approach
- Robust estimators for generalized linear models
- Robust Inference for Generalized Linear Models
- Robust Poisson regression
- Robust variable selection for generalized linear models with a diverging number of parameters
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable selection in high-dimensional partially linear additive models for composite quantile regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection via penalized minimum -divergence estimation in logistic regression
- Varying-coefficient single-index model
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