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Robust linear regression for high-dimensional data: an overview

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Publication:6602119
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DOI10.1002/WICS.1524zbMATH Open1544.6205MaRDI QIDQ6602119

Klaus Nordhausen, P. Filzmoser

Publication date: 11 September 2024

Published in: Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)




zbMATH Keywords

dimension reductionhigh-dimensional dataregressionoutliersparsity


Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)



Related Items (4)

Mathematical programming for simultaneous feature selection and outlier detection under l1 norm ⋮ ROBOUT: a conditional outlier detection methodology for high-dimensional data ⋮ Robust nonparametric integrative analysis to decipher heterogeneity and commonality across subgroups using sparse boosting ⋮ Robust statistical boosting with quantile-based adaptive loss functions






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