Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method
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Cites work
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- Composite quantile regression and the oracle model selection theory
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- Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
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- Heuristics of instability and stabilization in model selection
- High-Breakdown Rank Regression
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- scientific article; zbMATH DE number 509165 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
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- Weighted Rank Regression for Clustered Data Analysis
- Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method
Cited in
(50)- Robust nonnegative garrote variable selection in linear regression
- Robust and sparse estimators for linear regression models
- A weighted Wilcoxon estimate for the covariate-specific ROC curve
- Variable selection for varying coefficient models via kernel based regularized rank regression
- Efficient and doubly-robust methods for variable selection and parameter estimation in longitudinal data analysis
- Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution
- Robust distributed estimation and variable selection for massive datasets via rank regression
- Group selection via adjusted weighted least absolute deviation regression
- Robust spline-based variable selection in varying coefficient model
- Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters
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- Robust estimation for partially linear models with large-dimensional covariates
- Walsh-average based variable selection for varying coefficient models
- Penalized inverse probability weighted estimators for weighted rank regression with missing covariates
- Robust variable selection and parametric component identification in varying coefficient models
- Rank-based group variable selection
- Focused information criterion and model averaging in quantile regression
- Rank-based ridge estimation in multiple linear regression
- Some notes on robust sure independence screening
- Tractable Bayesian variable selection: beyond normality
- Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method
- Regression with outlier shrinkage
- Model averaging for M-estimation
- SCAD penalized rank regression with a diverging number of parameters
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- Robust signed-rank variable selection in linear regression
- Robust Variable Selection With Exponential Squared Loss
- Outlier detection and robust variable selection via the penalized weighted LAD-LASSO method
- Doubly robust weighted composite quantile regression based on SCAD‐L2
- Two-stage Walsh-average-based robust estimation and variable selection for partially linear additive spatial autoregressive models
- A semi-parametric approach to feature selection in high-dimensional linear regression models
- Sparse Convoluted Rank Regression in High Dimensions
- Overview of robust variable selection methods for high-dimensional linear regression model
- Robust Estimation Using Modified Huber’s Functions With New Tails
- Robust variable selection via the weighted elastic-net multi-step screening procedure
- Transfer learning for high-dimensional data with heavy-tailed noise: a sparse convoluted rank regression method
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