Pages that link to "Item:Q5384562"

The following pages link to Robust and consistent variable selection in high-dimensional generalized linear models (Q5384562):

Displaying 26 items.

• Variable selection in high-dimensional double generalized linear models (Q744756) (← links)
• The main contributions of robust statistics to statistical science and a new challenge (Q824961) (← links)
• Robust direction identification and variable selection in high dimensional general single-index models (Q892888) (← links)
• Wavelet-based robust estimation and variable selection in nonparametric additive models (Q2066754) (← links)
• Penalized robust estimators in sparse logistic regression (Q2084709) (← links)
• Robust logistic zero-sum regression for microbiome compositional data (Q2089290) (← links)
• Classification of COVID19 Patients using robust logistic regression (Q2096398) (← links)
• High dimensional generalized linear models for temporal dependent data (Q2108473) (← links)
• Robust sieve M-estimation with an application to dimensionality reduction (Q2161188) (← links)
• Consistent variable selection in high dimensional regression via multiple testing (Q2507896) (← links)
• Penalised robust estimators for sparse and high-dimensional linear models (Q2664993) (← links)
• (Q4344408) (← links)
• Variable selection in the high-dimensional continuous generalized linear model with current status data (Q5128593) (← links)
• A Tuning-free Robust and Efficient Approach to High-dimensional Regression (Q5146020) (← links)
• (Q5149040) (← links)
• (Q5194459) (← links)
• The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models (Q5880769) (← links)
• Gaining Outlier Resistance With Progressive Quantiles: Fast Algorithms and Theoretical Studies (Q5881134) (← links)
• Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample'' (Q5971027) (← links)
• Variable selection for high‐dimensional generalized linear model with block‐missing data (Q6049794) (← links)
• Robust subtractive stability measures for fast and exhaustive feature importance ranking and selection in generalised linear models (Q6051680) (← links)
• High-dimensional composite quantile regression: optimal statistical guarantees and fast algorithms (Q6184871) (← links)
• Variable selection for generalized linear model with highly correlated covariates (Q6580088) (← links)
• Asymptotic behaviour of penalized robust estimators in logistic regression when dimension increases (Q6606412) (← links)
• Generalized regression estimators with concave penalties and a comparison to lasso type estimators (Q6636373) (← links)
• Robust and sparse logistic regression (Q6653078) (← links)