Pages that link to "Item:Q4639591"
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The following pages link to Fully efficient robust estimation, outlier detection, and variable selection via penalized regression (Q4639591):
Displaying 26 items.
- Regularization of case-specific parameters for robustness and efficiency (Q252778) (← links)
- Regression with outlier shrinkage (Q394109) (← links)
- Automatic selection of indicators in a fully saturated regression (Q626211) (← links)
- Efficient and robust estimation of regression and scale parameters, with outlier detection (Q829754) (← links)
- Quadratic mixed integer programming and support vectors for deleting outliers in robust regression (Q1026582) (← links)
- Robust moderately clipped LASSO for simultaneous outlier detection and variable selection (Q2091331) (← links)
- Rank method for partial functional linear regression models (Q2131991) (← links)
- Outlyingness: which variables contribute most? (Q2329793) (← links)
- A novel robust approach for analysis of longitudinal data (Q2419149) (← links)
- Deleting outliers in robust regression with mixed integer programming (Q2508026) (← links)
- Penalised robust estimators for sparse and high-dimensional linear models (Q2664993) (← links)
- Outlier Detection Using Nonconvex Penalized Regression (Q3095181) (← links)
- Robust estimation and outlier detection for varying-coefficient models via penalized regression (Q5042171) (← links)
- Variable selection for spatial autoregressive models (Q5079480) (← links)
- A robust sparse linear approach for contaminated data (Q5082639) (← links)
- Robust estimation of models for longitudinal data with dropouts and outliers (Q5085667) (← links)
- Robust variable selection based on the random quantile LASSO (Q5086334) (← links)
- Inference robust to outliers with <i>ℓ</i><sub>1</sub>-norm penalization (Q5140337) (← links)
- Robust Sparse Regression with High-Breakdown Value (Q5259110) (← links)
- Outlier detection and robust variable selection via the penalized weighted LAD-LASSO method (Q5861495) (← links)
- Simultaneous feature selection and outlier detection with optimality guarantees (Q6055709) (← links)
- Large-Scale Inference of Multivariate Regression for Heavy-Tailed and Asymmetric Data (Q6092949) (← links)
- Simultaneous outlier detection and variable selection for spatial Durbin model (Q6138711) (← links)
- Trustworthy regularized huber regression for outlier detection (Q6564324) (← links)
- Overview of robust variable selection methods for high-dimensional linear regression model (Q6585942) (← links)
- Enhancing classification modeling through feature selection and smoothness: a conic-fused Lasso approach integrated with mean shift outlier modelling (Q6643157) (← links)
