Pages that link to "Item:Q3637007"
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The following pages link to Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method (Q3637007):
Displaying 43 items.
- Regression with outlier shrinkage (Q394109) (← links)
- SCAD penalized rank regression with a diverging number of parameters (Q476249) (← links)
- Variable selection using penalized empirical likelihood (Q763671) (← links)
- Robust nonnegative garrote variable selection in linear regression (Q1623816) (← links)
- Robust and sparse estimators for linear regression models (Q1654238) (← links)
- A weighted Wilcoxon estimate for the covariate-specific ROC curve (Q1701258) (← links)
- Variable selection for varying coefficient models via kernel based regularized rank regression (Q1987596) (← links)
- Efficient and doubly-robust methods for variable selection and parameter estimation in longitudinal data analysis (Q2032183) (← links)
- Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution (Q2032187) (← links)
- Robust distributed estimation and variable selection for massive datasets via rank regression (Q2135513) (← links)
- Group selection via adjusted weighted least absolute deviation regression (Q2178401) (← links)
- Robust spline-based variable selection in varying coefficient model (Q2256603) (← links)
- Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters (Q2398409) (← links)
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models (Q2429932) (← links)
- Robust estimation for partially linear models with large-dimensional covariates (Q2441137) (← links)
- Walsh-average based variable selection for varying coefficient models (Q2513793) (← links)
- Penalized inverse probability weighted estimators for weighted rank regression with missing covariates (Q2807773) (← links)
- Robust variable selection and parametric component identification in varying coefficient models (Q2817178) (← links)
- Rank-based group variable selection (Q2832016) (← links)
- Focused Information Criterion and Model Averaging in Quantile Regression (Q2864688) (← links)
- Rank-based ridge estimation in multiple linear regression (Q2934401) (← links)
- Some notes on robust sure independence screening (Q2953272) (← links)
- Tractable Bayesian Variable Selection: Beyond Normality (Q3121566) (← links)
- Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method (Q3637007) (← links)
- Model averaging for M-estimation (Q4559360) (← links)
- Nonparametric homogeneity pursuit in functional-coefficient models (Q5023851) (← links)
- A robust and efficient variable selection method for linear regression (Q5044675) (← links)
- Two-stage local rank estimation for generalised partially linear varying-coefficient models (Q5051323) (← links)
- Rank-based estimation in varying coefficient partially functional linear regression models (Q5079225) (← links)
- Robust variable selection based on the random quantile LASSO (Q5086334) (← links)
- Generalized signed-rank estimation and selection for the functional linear model (Q5095835) (← links)
- Robust estimation and selection for single-index regression model (Q5107397) (← links)
- A Tuning-free Robust and Efficient Approach to High-dimensional Regression (Q5146020) (← links)
- Robust Sparse Regression with High-Breakdown Value (Q5259110) (← links)
- Robust Signed-Rank Variable Selection in Linear Regression (Q5280257) (← links)
- Robust Variable Selection With Exponential Squared Loss (Q5327292) (← 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)
- Two-stage Walsh-average-based robust estimation and variable selection for partially linear additive spatial autoregressive models (Q6138715) (← links)
- A semi-parametric approach to feature selection in high-dimensional linear regression models (Q6177013) (← links)
- Sparse Convoluted Rank Regression in High Dimensions (Q6567944) (← links)
- Overview of robust variable selection methods for high-dimensional linear regression model (Q6585942) (← links)
- Robust Estimation Using Modified Huber’s Functions With New Tails (Q6621625) (← links)
