WLAD-LASSO method for robust estimation and variable selection in partially linear models
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Cites work
- Automatic model selection for partially linear models
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- Leverage and Breakdown in L 1 Regression
- Limiting distributions for \(L_1\) regression estimators under general conditions
- M-estimation for autoregression with infinite variance
- Profiled adaptive elastic-net procedure for partially linear models with high-dimensional covar\-i\-ates
- Quasi-likelihood Estimation in Semiparametric Models
- Robust estimation for partially linear models with large-dimensional covariates
- Robust regression with both continuous and binary regressors
- Robust Statistics
- Robust weighted LAD regression
- Root-N-Consistent Semiparametric Regression
- SCAD-penalized regression in high-dimensional partially linear models
- Semiparametric Models for Longitudinal Data with Application to CD4 Cell Numbers in HIV Seroconverters
- Semiparametric quantile regression with high-dimensional covariates
- Tail Behavior of Regression Estimators and their Breakdown Points
- The Adaptive Lasso and Its Oracle Properties
- The Finite Sample Breakdown Point of \boldmath\ell₁-Regression
- Unified LASSO Estimation by Least Squares Approximation
- Variable selection for partially linear models with measurement errors
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression
Cited in
(10)- New restricted Liu estimator in a partially linear model
- Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters
- Robust estimation for partially linear models with large-dimensional covariates
- Partially adaptive robust estimation of regression models and applications
- Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression
- Outlier resistant estimation in difference-based semiparametric partially linear models
- A method of least absolute deviation estimator with adaptive weighted penalty
- Outlier detection and robust variable selection via the penalized weighted LAD-LASSO method
- Robust partially linear trend filtering for regression estimation and structure discovery
- Local Walsh-average regression for spatial autoregression single index varying coefficient models
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