Robust elastic net estimators for variable selection and identification of proteomic biomarkers

DOI10.1214/19-AOAS1269zbMath1436.62551OpenAlexW2990681736MaRDI QIDQ2291496

David Kepplinger, Ezequiel Smucler, Gabriela V. Cohen Freue, Matías Salibián Barrera

Publication date: 31 January 2020

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aoas/1574910036

zbMATH Keywords

robust estimationregularized estimationpenalized estimationelastic net penaltyproteomics biomarkers

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (11)

Gaining Outlier Resistance With Progressive Quantiles: Fast Algorithms and Theoretical Studies ⋮ Penalised robust estimators for sparse and high-dimensional linear models ⋮ Simultaneous feature selection and outlier detection with optimality guarantees ⋮ Robust variable selection and estimation via adaptive elastic net S-estimators for linear regression ⋮ Elegant robustification of sparse partial least squares by robustness-inducing transformations ⋮ Robust Multivariate Lasso Regression with Covariance Estimation ⋮ Robust regression with compositional covariates ⋮ Robust elastic net estimators for variable selection and identification of proteomic biomarkers ⋮ Scale calibration for high-dimensional robust regression ⋮ Robust subset selection ⋮ Robust penalized estimators for functional linear regression

Uses Software

• robustbase
• glmnet
• robustHD

Cites Work

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