Robust variable selection via penalized MT-estimator in generalized linear models
From MaRDI portal
Publication:5039831
DOI10.1080/03610926.2021.1887240OpenAlexW3132596485MaRDI QIDQ5039831
Publication date: 4 October 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2021.1887240
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Robust estimators for generalized linear models
- M-estimation in high-dimensional linear model
- Implementing the Bianco and Yohai estimator for logistic regression
- Varying-coefficient single-index model
- Estimating the dimension of a model
- Variable selection in high-dimensional partially linear additive models for composite quantile regression
- Resistant estimators in Poisson and gamma models with missing responses and an application to outlier detection
- Robust Poisson regression
- Robust estimation in generalized linear models: the density power divergence approach
- Robust variable selection for generalized linear models with a diverging number of parameters
- Projection Estimators for Generalized Linear Models
- Variable selection via penalized minimum φ-divergence estimation in logistic regression
- Least-absolute-deviations fits for generalized linear models
- Robust Inference for Generalized Linear Models
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- A Statistical View of Some Chemometrics Regression Tools
- Conditionally Unbiased Bounded-Influence Estimation in General Regression Models, with Applications to Generalized Linear Models
- Tuning parameter selectors for the smoothly clipped absolute deviation method
This page was built for publication: Robust variable selection via penalized MT-estimator in generalized linear models
