Sparse regression for large data sets with outliers
From MaRDI portal
Recommendations
Cites work
- scientific article; zbMATH DE number 3905646 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A linear programming model for selection of sparse high-dimensional multiperiod portfolios
- A uniform framework for the combination of penalties in generalized structured models
- CRM in social media: predicting increases in Facebook usage frequency
- Characterization of the equivalence of robustification and regularization in linear and matrix regression
- Clusterwise support vector linear regression
- Convergence of a block coordinate descent method for nondifferentiable minimization
- Demand forecasting with high dimensional data: the case of SKU retail sales forecasting with intra- and inter-category promotional information
- High dimensional data classification and feature selection using support vector machines
- Improving corporate bond recovery rate prediction using multi-factor support vector regressions
- Influence functions of the Spearman and Kendall correlation measures
- Large data sets and machine learning: applications to statistical arbitrage
- Neural networks and organizational systems: modeling nonlinear relationships
- On the ``degrees of freedom of the lasso
- Pathwise coordinate optimization
- Propagation of outliers in multivariate data
- Regularization parameter selections via generalized information criterion
- Robust Linear Model Selection Based on Least Angle Regression
- Robust and sparse estimators for linear regression models
- Robust model selection criteria for robust Liu estimator
- Robust neural modeling for the cross-sectional analysis of accounting information
- Robust regression estimation and inference in the presence of cellwise and casewise contamination
- SOCP relaxation bounds for the optimal subset selection problem applied to robust linear regression
- Selecting rows and columns for training support vector regression models with large retail datasets
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets
- Sparse modeling of categorial explanatory variables
- Sparse semiparametric canonical correlation analysis for data of mixed types
- Student and school performance across countries: a machine learning approach
- Tactical sales forecasting using a very large set of macroeconomic indicators
- The elements of statistical learning. Data mining, inference, and prediction
- The predictive power of the business and bank sentiment of firms: a high-dimensional Granger causality approach
- The shooting S-estimator for robust regression
Cited in
(12)- Regression with outlier shrinkage
- Mathematical programming for simultaneous feature selection and outlier detection under l1 norm
- Large-scale regression with non-convex loss and penalty
- Robust regression under the general framework of bounded loss functions
- ROBOUT: a conditional outlier detection methodology for high-dimensional data
- Robust variable selection under cellwise contamination
- CR-Lasso: robust cellwise regularized sparse regression
- Robust regression via error tolerance
- Sparse regression for extreme values
- The shooting S-estimator for robust regression
- Linex and double-linex regression for parameter estimation and forecasting
- A robust sparse linear approach for contaminated data
This page was built for publication: Sparse regression for large data sets with outliers
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2242288)
