Pages that link to "Item:Q1623816"
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The following pages link to Robust nonnegative garrote variable selection in linear regression (Q1623816):
Displaying 11 items.
- Robust and sparse estimators for linear regression models (Q1654238) (← links)
- Robust moderately clipped LASSO for simultaneous outlier detection and variable selection (Q2091331) (← links)
- Penalised robust estimators for sparse and high-dimensional linear models (Q2664993) (← links)
- Robust group non-convex estimations for high-dimensional partially linear models (Q2811266) (← links)
- Tractable Bayesian Variable Selection: Beyond Normality (Q3121566) (← links)
- A robust and efficient variable selection method for linear regression (Q5044675) (← links)
- A robust sparse linear approach for contaminated data (Q5082639) (← links)
- Robust regression: an inferential method for determining which independent variables are most important (Q5139088) (← links)
- Robust estimation and variable selection in heteroscedastic linear regression (Q5742594) (← links)
- Asymptotics and smoothing parameter selection for penalized spline regression with various loss functions (Q6085835) (← links)
- Robust variable selection and estimation via adaptive elastic net S-estimators for linear regression (Q6115528) (← links)
