Pages that link to "Item:Q434989"
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The following pages link to Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression (Q434989):
Displaying 35 items.
- Geodesic distance and curves through isotropic and anisotropic heat equations on images and surfaces (Q283012) (← links)
- Robust methods for inferring sparse network structures (Q1615086) (← links)
- Robust nonnegative garrote variable selection in linear regression (Q1623816) (← links)
- Special issue on robust analysis of complex data (Q1800103) (← links)
- Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution (Q2032187) (← links)
- Robust error density estimation in ultrahigh dimensional sparse linear model (Q2150677) (← links)
- Robust change point detection method via adaptive LAD-Lasso (Q2175643) (← links)
- Group selection via adjusted weighted least absolute deviation regression (Q2178401) (← links)
- Robust check loss-based inference of semiparametric models and its application in environmental data (Q2332669) (← links)
- Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters (Q2398409) (← links)
- A descent method for least absolute deviation Lasso problems (Q2421445) (← links)
- Correcting for unknown errors in sparse high-dimensional function approximation (Q2424851) (← links)
- Penalised robust estimators for sparse and high-dimensional linear models (Q2664993) (← links)
- Penalized inverse probability weighted estimators for weighted rank regression with missing covariates (Q2807773) (← links)
- Robust group non-convex estimations for high-dimensional partially linear models (Q2811266) (← links)
- Penalized LAD Regression for Single-index Models (Q2821006) (← links)
- Penalized MM regression estimation with<i>L</i><sub>γ</sub>penalty: a robust version of bridge regression (Q2953971) (← links)
- Tractable Bayesian Variable Selection: Beyond Normality (Q3121566) (← links)
- The influence function of penalized regression estimators (Q3462119) (← 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)
- A robust sparse linear approach for contaminated data (Q5082639) (← links)
- Robust regression estimation and variable selection when cellwise and casewise outliers are present (Q5164433) (← links)
- WEIGHT LAD AND WEIGHT LAD RIDGE ESTIMATOR FOR SEEMINGLY UNRELATED REGRESSION MODELS (Q5229425) (← links)
- Robust Signed-Rank Variable Selection in Linear Regression (Q5280257) (← links)
- Outlier detection and robust variable selection via the penalized weighted LAD-LASSO method (Q5861495) (← 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 amplitude method with \(L_{1/2}\)-regularization for compressive phase retrieval (Q6175366) (← links)
- Prediction of X-ray fluorescence copper grade using regularized stochastic configuration networks (Q6197209) (← links)
- Heterogeneous robust estimation with the mixed penalty in high-dimensional regression model (Q6541110) (← links)
- Mathematical programming for simultaneous feature selection and outlier detection under l1 norm (Q6565451) (← links)
- Reducing bias and mitigating the influence of excess of zeros in regression covariates with multi-outcome adaptive LAD-lasso (Q6573032) (← links)
- Overview of robust variable selection methods for high-dimensional linear regression model (Q6585942) (← links)
