Pages that link to "Item:Q4031134"
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The following pages link to Leverage and Breakdown in L 1 Regression (Q4031134):
Displaying 30 items.
- Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression (Q434989) (← links)
- Data depth for simple orthogonal regression with application to crack orientation (Q641760) (← links)
- Exact fit points under simple regression with replication (Q689545) (← links)
- Sharp non-asymptotic performance bounds for \(\ell_1\) and Huber robust regression estimators (Q905107) (← links)
- Another look at Huber's estimator: a new minimax estimator in regression with stochastically bounded noise (Q958808) (← links)
- Robust weighted LAD regression (Q959399) (← links)
- Small sample efficiency and exact fit for Cauchy regression models (Q1324562) (← links)
- Effect of leverage on the finite sample efficiencies of high breakdown estimators (Q1324565) (← links)
- Robust estimation in structured linear regression (Q1354471) (← links)
- LAD regression for detecting outliers in response and explanatory variables (Q1364673) (← links)
- The breakdown value of the \(L_1\) estimator in contingency tables (Q1380620) (← links)
- Identification of outliers by means of \(L_{1}\) regression: Safe and unsafe configurations (Q1391799) (← links)
- Robust signal extraction for on-line monitoring data. (Q1429876) (← links)
- Instability of least squares, least absolute deviation and least median of squares linear regression. (With a comment and a rejoinder). (Q1431151) (← links)
- Breakdown points and variation exponents of robust \(M\)-estimators in linear models (Q1568279) (← links)
- Robust regression with both continuous and categorical predictors (Q1582371) (← links)
- Breakdown points of Cauchy regression-scale estimators (Q1613042) (← links)
- On influence assessment for LAD regression (Q1771282) (← links)
- Interactions and outliers in the two-way analysis of variance (Q1807131) (← links)
- Implicitly weighted methods in robust image analysis (Q1932999) (← links)
- Group selection via adjusted weighted least absolute deviation regression (Q2178401) (← links)
- Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters (Q2398409) (← links)
- Breakdown and groups. (With discussions and rejoinder) (Q2569232) (← links)
- A General Class of Estimators for the Linear Regression Model Affected by Collinearity and Outliers (Q3578978) (← links)
- Influence measure for the L<sub>1</sub>regression (Q4550609) (← links)
- Least absolute value regression: recent contributions (Q4665923) (← links)
- Shrinkage and penalized estimators in weighted least absolute deviations regression models (Q4960627) (← links)
- WLAD-LASSO method for robust estimation and variable selection in partially linear models (Q5031688) (← links)
- Robust sparse functional regression model (Q5042091) (← links)
- Doubly robust weighted composite quantile regression based on SCAD‐<i>L</i><sub>2</sub> (Q6059430) (← links)