A Sharper Computational Tool for Regression
From MaRDI portal
Publication:6631118
DOI10.1080/00401706.2022.2118172MaRDI QIDQ6631118
Kenneth Lange, Eric C. Chi, Xiaoqian Liu
Publication date: 31 October 2024
Published in: Technometrics (Search for Journal in Brave)
Cites Work
- Unnamed Item
- Unnamed Item
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Nearly unbiased variable selection under minimax concave penalty
- Minimum distance Lasso for robust high-dimensional regression
- Distance majorization and its applications
- \(M\)-estimators for isotonic regression
- Nonparametric least squares estimation of a multivariate convex regression function
- Sharp quadratic majorization in one dimension
- Breakthroughs in statistics. Volume I: Foundations and basic theory
- A general family of trimmed estimators for robust high-dimensional data analysis
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets
- MM Optimization Algorithms
- Robust Lasso With Missing and Grossly Corrupted Observations
- Outlier Detection Using Nonconvex Penalized Regression
- A User-Friendly Computational Framework for Robust Structured Regression with the L2 Criterion
- Choosing a robustness tuning parameter
- Robust Variable Selection With Exponential Squared Loss
- Proximal Distance Algorithms: Theory and Examples
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- The Isotonic Regression Problem and Its Dual
- Convex analysis and monotone operator theory in Hilbert spaces
Related Items (1)
This page was built for publication: A Sharper Computational Tool for Regression
