The following pages link to Regression with outlier shrinkage (Q394109):
Displaying 11 items.
- The shooting S-estimator for robust regression (Q311279) (← links)
- Robust and sparse bridge regression (Q440153) (← links)
- Bahadur representations of M-estimators and their applications in general linear models (Q824581) (← links)
- Robust regression via error tolerance (Q2134056) (← links)
- Sparse regression for large data sets with outliers (Q2242288) (← links)
- Some notes on robust sure independence screening (Q2953272) (← links)
- Robust Sparse Regression with High-Breakdown Value (Q5259110) (← links)
- Estimation of regression parameters in the presence of outliers in the response (Q5400796) (← links)
- On Huber's contaminated model (Q6097757) (← links)
- Robust variable selection and estimation via adaptive elastic net S-estimators for linear regression (Q6115528) (← links)
- Adaptive subsample estimation for multivariate normal distributions (Q6562723) (← links)
