New Robust Variable Selection Methods for Linear Regression Models

DOI10.1111/sjos.12057zbMath1309.62122OpenAlexW1779073390MaRDI QIDQ2922164

Man-Lai Tang, Wei Gao, Ning-Zhong Shi, Zi-Qi Chen

Publication date: 9 October 2014

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/sjos.12057

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (3)

Penalised robust estimators for sparse and high-dimensional linear models ⋮ Combining primary cohort data with external aggregate information without assuming comparability ⋮ A profile likelihood approach for longitudinal data analysis

Uses Software

• glmnet
• ElemStatLearn

Cites Work

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• Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function
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