Some notes on robust sure independence screening

DOI10.1080/02664763.2014.909777zbMath1352.62096OpenAlexW1998169472MaRDI QIDQ2953272

Shifeng Xiong, Weiyan Mu

Publication date: 4 January 2017

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

Full work available at URL: https://doi.org/10.1080/02664763.2014.909777

zbMATH Keywords

outlierscomputational complexitydimension reductionheavy-tailed distributionvariable selection

Mathematics Subject Classification ID

Related Items (1)

Robust sure independence screening for nonpolynomial dimensional generalized linear models

Cites Work

• Regression with outlier shrinkage
• Robust and sparse bridge regression
• High-breakdown robust multivariate methods
• Least angle regression. (With discussion)
• Robust Linear Model Selection Based on Least Angle Regression
• Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method
• Expected time bounds for selection
• Construction of supersaturated designs through partially aliased interactions
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Robust Statistics

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