Sparse local influence analysis
From MaRDI portal
Publication:5055113
DOI10.1080/03610918.2020.1797796OpenAlexW3044209378MaRDI QIDQ5055113
Publication date: 13 December 2022
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2020.1797796
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The Adaptive Lasso and Its Oracle Properties
- Sparse principal component analysis via regularized low rank matrix approximation
- Detection of outliers in multilevel models
- Case deletion diagnostics in multilevel models
- Local influence in multilevel regression for growth curves
- Sparse principal component analysis by choice of norm
- Stepwise local influence analysis
- Perturbation selection and influence measures in local influence analysis
- Local Influence for Incomplete Data Models
- Outlier Detection Using Nonconvex Penalized Regression
- Diagnostics for Mixed-Model Analysis of Variance
- Conformal Normal Curvature and Assessment of Local Influence
- Local influence in principal components analysis
- The Standardized Influence Matrix and Its Applications
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Regularization and Variable Selection Via the Elastic Net
- Model Selection and Estimation in Regression with Grouped Variables
- A Direct Formulation for Sparse PCA Using Semidefinite Programming
This page was built for publication: Sparse local influence analysis