Pages that link to "Item:Q3632594"
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The following pages link to Robust Linear Model Selection Based on Least Angle Regression (Q3632594):
Displaying 50 items.
- robustHD (Q26149) (← links)
- The minimum regularized covariance determinant estimator (Q92466) (← links)
- Influence functions of the Spearman and Kendall correlation measures (Q257584) (← links)
- Robust variable selection with application to quality of life research (Q261561) (← links)
- Regression with outlier shrinkage (Q394109) (← links)
- The Gaussian rank correlation estimator: robustness properties (Q746226) (← links)
- Least angle and \(\ell _{1}\) penalized regression: a review (Q975564) (← links)
- Robust variable selection using least angle regression and elemental set sampling (Q1020812) (← links)
- Robustified \(L_2\) boosting (Q1023674) (← links)
- Robust model selection using fast and robust bootstrap (Q1023882) (← links)
- Robust nonnegative garrote variable selection in linear regression (Q1623816) (← links)
- Robust and sparse estimators for linear regression models (Q1654238) (← links)
- Robust groupwise least angle regression (Q1660232) (← links)
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets (Q1951528) (← links)
- Robust VIF regression with application to variable selection in large data sets (Q1951534) (← links)
- Scale calibration for high-dimensional robust regression (Q2074316) (← links)
- Robust subset selection (Q2076115) (← links)
- Sparse regression for large data sets with outliers (Q2242288) (← links)
- Robust elastic net estimators for variable selection and identification of proteomic biomarkers (Q2291496) (← links)
- Robust and sparse regression in generalized linear model by stochastic optimization (Q2303494) (← links)
- Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator (Q2442684) (← links)
- Outlier detection and robust covariance estimation using mathematical programming (Q2442793) (← links)
- Fast robust estimation of prediction error based on resampling (Q2445765) (← links)
- A diagnostic method for simultaneous feature selection and outlier identification in linear regression (Q2445773) (← links)
- Robust model selection with flexible trimming (Q2445783) (← links)
- Lazy lasso for local regression (Q2512747) (← links)
- Penalised robust estimators for sparse and high-dimensional linear models (Q2664993) (← links)
- Robust regression with compositional covariates including cellwise outliers (Q2673343) (← links)
- Stahel–Donoho estimation for high-dimensional data (Q2804919) (← links)
- Robust Coordinate Descent Algorithm Robust Solution Path for High-dimensional Sparse Regression Modeling (Q2809588) (← links)
- Robust group non-convex estimations for high-dimensional partially linear models (Q2811266) (← links)
- Robust location estimation with missing data (Q2852556) (← links)
- Some notes on robust sure independence screening (Q2953272) (← links)
- Robust Model Selection with LARS Based on S-estimators (Q3298448) (← links)
- Robust Principal Component Analysis Based on Pairwise Correlation Estimators (Q3298518) (← links)
- Robust gene–environment interaction analysis using penalized trimmed regression (Q4960775) (← links)
- Robust sparse regression by modeling noise as a mixture of gaussians (Q5036623) (← links)
- A robust sparse linear approach for contaminated data (Q5082639) (← links)
- Outlier-resistant high-dimensional regression modelling based on distribution-free outlier detection and tuning parameter selection (Q5106888) (← links)
- Robust logistic regression modelling via the elastic net-type regularization and tuning parameter selection (Q5222417) (← links)
- Least trimmed squares ridge estimation in partially linear regression models (Q5222515) (← links)
- Gaining Outlier Resistance With Progressive Quantiles: Fast Algorithms and Theoretical Studies (Q5881134) (← links)
- Approximate Gibbs sampler for Bayesian Huberized lasso (Q5887964) (← links)
- Comments on ``Data science, big data and statistics'' (Q5970971) (← links)
- Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample'' (Q5971027) (← links)
- Automatic bias correction for testing in high‐dimensional linear models (Q6068053) (← links)
- ROBOUT: a conditional outlier detection methodology for high-dimensional data (Q6579431) (← links)
- Robust variable selection under cellwise contamination (Q6586546) (← links)
- Least angle regression for model selection (Q6604388) (← links)
- Robust statistics: a selective overview and new directions (Q6604474) (← links)
