Pages that link to "Item:Q4975172"

The following pages link to Robust adaptive Lasso for variable selection (Q4975172):

Displaying 20 items.

• Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression (Q434989) (← links)
• Model selection via adaptive shrinkage with \(t\) priors (Q650694) (← links)
• Adaptive robust estimation in sparse vector model (Q820801) (← links)
• Fused Lasso penalized least absolute deviation estimator for high dimensional linear regression (Q1713210) (← links)
• Variable selection via RIVAL (removing irrelevant variables amidst lasso iterations) and its application to nuclear material detection (Q1937489) (← links)
• Robust regression through the Huber's criterion and adaptive lasso penalty (Q1952217) (← links)
• Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution (Q2032187) (← links)
• Robust Lasso and its applications in healthcare data (Q2087104) (← links)
• LASSO for streaming data with adaptative filtering (Q2104007) (← links)
• Regression with adaptive Lasso and correlation based penalty (Q2109879) (← links)
• Group selection via adjusted weighted least absolute deviation regression (Q2178401) (← links)
• A descent method for least absolute deviation Lasso problems (Q2421445) (← links)
• Robust combination of model selection methods for prediction (Q2905107) (← links)
• Robust variable selection in finite mixture of regression models using the t distribution (Q5077904) (← links)
• (Q5149040) (← links)
• A Lasso-type Robust Variable Selection for Time-Course Microarray Data (Q5265839) (← links)
• Tuning Parameter Selection for the Adaptive Lasso Using ERIC (Q5367362) (← links)
• (Q5447530) (← links)
• Overview of robust variable selection methods for high-dimensional linear regression model (Q6585942) (← links)
• Learning preference representations based on Choquet integrals for multicriteria decision making (Q6661055) (← links)