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Variable selection and parameter estimation via WLAD–SCAD with a diverging number of parameters

  • Published:2017-09 Issue:3 Volume:46 Page:390-403
  • ISSN:1226-3192
  • Container-title:Journal of the Korean Statistical Society
  • language:en
  • Short-container-title:Journal of the Korean Statistical Society

Author:

Wang Yanxin,Zhu Li

Funder

National Natural Science Foundation of China

Project of Education of Zhejiang Province

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Reference36 articles.

1. Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression;Arslan;Computational Statistics & Data Analysis,2012

2. L1-penalized quantile regression in high dimensional sparse models;Belloni;The Annals of Statistics,2011

3. The Dantzig selector: statistical estimation when p is much larger than n;Candès;The Annals of Statistics,2007

4. Extended Bayesian information criteria for model selection with large model spaces;Chen;Biometrika,2008

5. Leverage and breakdown in L1 regression;Ellis;Journal of the American Statistical Association,1992

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1. Mathematical programming for simultaneous feature selection and outlier detection under l1 norm;European Journal of Operational Research;2024-08

2. Least clipped absolute deviation for robust regression using skipped median;Communications for Statistical Applications and Methods;2023-03-31

3. Doubly robust weighted composite quantile regression based on SCAD‐ L 2;Canadian Journal of Statistics;2021-12-20

4. A Robust Linear Regression Feature Selection Method for Data Sets with Unknown Noise;IEEE Transactions on Knowledge and Data Engineering;2021

5. Group selection via adjusted weighted least absolute deviation regression;Journal of Computational and Applied Mathematics;2020-11
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