Pages that link to "Item:Q2922164"
From MaRDI portal
The following pages link to New robust variable selection methods for linear regression models (Q2922164):
Displaying 14 items.
- Robust nonnegative garrote variable selection in linear regression (Q1623816) (← links)
- Robust variable selection and estimation in threshold regression model (Q1987583) (← links)
- A simulation study on classic and robust variable selection in linear regression (Q2493733) (← links)
- Penalised robust estimators for sparse and high-dimensional linear models (Q2664993) (← links)
- A profile likelihood approach for longitudinal data analysis (Q3119827) (← links)
- A simple approach in regression variable selection (Q3462855) (← links)
- Regression Modeling Via T-Lasso Bayesian Method (Q5037350) (← links)
- Efficient Penalized Estimation for Linear Regression Model (Q5265841) (← links)
- (Q5408904) (← links)
- Robust estimation and variable selection in heteroscedastic linear regression (Q5742594) (← links)
- Combining primary cohort data with external aggregate information without assuming comparability (Q6076514) (← links)
- Robust semiparametric modeling of mean and covariance in longitudinal data (Q6579475) (← links)
- Overview of robust variable selection methods for high-dimensional linear regression model (Q6585942) (← links)
- Kernel density-based likelihood ratio tests for linear regression models (Q6627870) (← links)
