Asymmetric influence measure for high dimensional regression

DOI10.1080/03610926.2020.1841793OpenAlexW3100409811MaRDI QIDQ5093730

Amadou Diogo Barry, Bratislav Misic, Jean-Baptiste Poline, Nikhil Bhagwat, Celia M. T. Greenwood

Publication date: 1 August 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1841793

zbMATH Keywords

quantileoutlierinfluence measureexpectilehigh dimensional regressionasymmetric correlation

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

hidetify

Uses Software

• R
• glmnet
• Expectreg
• FreeSurfer
• GitHub
• erboost
• CBRAIN

Cites Work

• Unnamed Item
• Measuring and testing dependence by correlation of distances
• Asymmetric Least Squares Estimation and Testing
• Geoadditive expectile regression
• Smooth expectiles for panel data using penalized splines
• On confidence intervals for semiparametric expectile regression
• Optimal expectile smoothing
• Outlier identification in high dimensions
• Influential observations, high leverage points, and outliers in linear regression
• An SVM-like approach for expectile regression
• Nonlinear expectile regression with application to value-at-risk and expected shortfall estimation
• Bayesian regularisation in geoadditive expectile regression
• High-dimensional influence measure
• Quantiles, expectiles and splines
• Procedures for the identification of multiple influential observations in linear regression
• Outlier detection for high-dimensional data
• Masking and swamping effects on tests for multiple outliers in normal sample
• Detection of Influential Observation in Linear Regression
• Selection bias in gene extraction on the basis of microarray gene-expression data
• Nonparametric conditional autoregressive expectile model via neural network with applications to estimating financial risk
• Sure Independence Screening for Ultrahigh Dimensional Feature Space
• Multiple outliers detection in sparse high-dimensional regression
• Expectile and quantile regression—David and Goliath?
• Bayesian expectile regression with asymmetric normal distribution
• A multiple-case deletion approach for detecting influential points in high-dimensional regression
• Nonparametric multiple expectile regression via ER-Boost
• Multiple Influential Point Detection in High Dimensional Regression Spaces
• Outlier detection in high-dimensional regression model

This page was built for publication: Asymmetric influence measure for high dimensional regression