Pages that link to "Item:Q1952217"
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The following pages link to Robust regression through the Huber's criterion and adaptive lasso penalty (Q1952217):
Displaying 40 items.
- Geometric median and robust estimation in Banach spaces (Q122792) (← links)
- The \(L_1\) penalized LAD estimator for high dimensional linear regression (Q391806) (← links)
- A robust, adaptive M-estimator for pointwise estimation in heteroscedastic regression (Q396020) (← links)
- Robust methods for inferring sparse network structures (Q1615086) (← links)
- A general family of trimmed estimators for robust high-dimensional data analysis (Q1616324) (← links)
- Perspective functions: properties, constructions, and examples (Q1653321) (← links)
- Robust and sparse estimators for linear regression models (Q1654238) (← links)
- Robust variable selection and estimation in threshold regression model (Q1987583) (← links)
- Iteratively reweighted \(\ell_1\)-penalized robust regression (Q2044416) (← links)
- Low-rank elastic-net regularized multivariate Huber regression model (Q2049832) (← links)
- Degrees of freedom for regularized regression with Huber loss and linear constraints (Q2062389) (← links)
- Asymptotic linear expansion of regularized M-estimators (Q2075454) (← links)
- Robust subset selection (Q2076115) (← links)
- Distributed adaptive Huber regression (Q2076119) (← links)
- High-dimensional robust approximated \(M\)-estimators for mean regression with asymmetric data (Q2079618) (← links)
- Robust moderately clipped LASSO for simultaneous outlier detection and variable selection (Q2091331) (← links)
- Penalized and constrained LAD estimation in fixed and high dimension (Q2122803) (← links)
- Aggregated hold out for sparse linear regression with a robust loss function (Q2136632) (← links)
- The robust nearest shrunken centroids classifier for high-dimensional heavy-tailed data (Q2154953) (← links)
- General matching quantiles M-estimation (Q2181544) (← links)
- Asymptotic risk and phase transition of \(l_1\)-penalized robust estimator (Q2215774) (← links)
- Perspective maximum likelihood-type estimation via proximal decomposition (Q2286365) (← links)
- Perspective functions: proximal calculus and applications in high-dimensional statistics (Q2408636) (← links)
- Safe feature screening rules for the regularized Huber regression (Q2656712) (← links)
- Penalised robust estimators for sparse and high-dimensional linear models (Q2664993) (← links)
- A Robust Variable Selection to<i>t</i>-type Joint Generalized Linear Models via Penalized<i>t</i>-type Pseudo-likelihood (Q2821000) (← links)
- The adaptive BerHu penalty in robust regression (Q2832013) (← links)
- New Robust Variable Selection Methods for Linear Regression Models (Q2922164) (← links)
- Tractable Bayesian Variable Selection: Beyond Normality (Q3121566) (← links)
- Influence Diagnostics for High-Dimensional Lasso Regression (Q3391208) (← links)
- Regular, median and Huber cross‐validation: A computational comparison (Q4969989) (← links)
- A New Principle for Tuning-Free Huber Regression (Q5037807) (← links)
- Robustness and Tractability for Non-convex M-estimators (Q5089446) (← links)
- Inference robust to outliers with <i>ℓ</i><sub>1</sub>-norm penalization (Q5140337) (← links)
- Doubly robust weighted composite quantile regression based on SCAD‐<i>L</i><sub>2</sub> (Q6059430) (← links)
- Sparse and robust estimation with ridge minimax concave penalty (Q6092060) (← links)
- Robust censored regression with \(\ell_1\)-norm regularization (Q6114846) (← links)
- Robust variable selection and estimation via adaptive elastic net S-estimators for linear regression (Q6115528) (← links)
- Robust inference for high‐dimensional single index models (Q6140331) (← links)
- Renewable Huber estimation method for streaming datasets (Q6200892) (← links)