Performances of some high dimensional regression methods

DOI10.1080/03610918.2021.1881115zbMath1497.62170OpenAlexW3128726782MaRDI QIDQ5082657

Fatma Sevinç Kurnaz

Publication date: 21 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2021.1881115

zbMATH Keywords

robustnessvariable selectionLasso\(L_1\) penalty

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Uses Software

• Unnamed Item
• robustbase
• glmnet
• parcor
• chemometrics
• enetLTS

Cites Work

• Unnamed Item
• The Adaptive Lasso and Its Oracle Properties
• High breakdown-point and high efficiency robust estimates for regression
• Robust and sparse estimators for linear regression models
• Sparse least trimmed squares regression for analyzing high-dimensional large data sets
• Regularization and Variable Selection Via the Elastic Net
• Robust Statistics

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