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1508.01967
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Robust and sparse estimators for linear regression models
8 August 2015
Ezequiel Smucler
V. Yohai
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ArXiv (abs)
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Papers citing
"Robust and sparse estimators for linear regression models"
18 / 18 papers shown
Title
Heavy Lasso: sparse penalized regression under heavy-tailed noise via data-augmented soft-thresholding
Tien Mai
15
0
0
09 Jun 2025
Robust variable selection for partially linear additive models
Graciela Boente
Alejandra Martínez
23
1
0
19 Jan 2024
Robust Elastic Net Estimators for High Dimensional Generalized Linear Models
Marina Valdora
Claudio Agostinelli
OOD
52
0
0
07 Dec 2023
CR-Lasso: Robust cellwise regularized sparse regression
Peng Su
Garth Tarr
Samuel G. Müller
Suojin Wang
32
3
0
11 Jul 2023
The Adaptive
τ
τ
τ
-Lasso: Robustness and Oracle Properties
Emadaldin Mozafari-Majd
V. Koivunen
45
0
0
18 Apr 2023
Two-Stage Robust and Sparse Distributed Statistical Inference for Large-Scale Data
Emadaldin Mozafari-Majd
V. Koivunen
67
4
0
17 Aug 2022
Robust Variable Selection under Cellwise Contamination
Peng Su
Garth Tarr
Samuel G. Müller
61
4
0
24 Oct 2021
Robust Variable Selection and Estimation Via Adaptive Elastic Net S-Estimators for Linear Regression
D. Kepplinger
33
14
0
07 Jul 2021
An algorithm-based multiple detection influence measure for high dimensional regression using expectile
Amadou Barry
N. Bhagwat
B. Mišić
J B Poline
C. Greenwood
10
0
0
26 May 2021
Unified Robust Estimation
Zhu Wang
18
3
0
06 Oct 2020
On regularization methods based on Rényi's pseudodistances for sparse high-dimensional linear regression models
E. Castilla
A. Ghosh
M. Jaenada
Leandro Pardo
99
6
0
31 Jul 2020
Simultaneous Feature Selection and Outlier Detection with Optimality Guarantees
Luca Insolia
Ana M. Kenney
Francesca Chiaromonte
G. Felici
52
20
0
12 Jul 2020
Robust adaptive variable selection in ultra-high dimensional linear regression models
A. Ghosh
M. Jaenada
Leandro Pardo
35
7
0
11 Apr 2020
Penalized regression via the restricted bridge estimator
B. Yüzbaşı
M. Arashi
F. Akdeniz
39
10
0
08 Oct 2019
Robust Estimation and Shrinkage in Ultrahigh Dimensional Expectile Regression with Heavy Tails and Variance Heterogeneity
Jun Zhao
G. Yan
Yi Zhang
87
14
0
20 Sep 2019
Scale calibration for high-dimensional robust regression
Yu Li
58
27
0
06 Nov 2018
A refined convergence analysis of pDCA
e
_e
e
with applications to simultaneous sparse recovery and outlier detection
Tianxiang Liu
Ting Kei Pong
Akiko Takeda
56
38
0
19 Apr 2018
A New Sparse and Robust Adaptive Lasso Estimator for the Independent Contamination Model
Jasin Machkour
Michael Muma
Bastian Alt
A. Zoubir
32
1
0
05 May 2017
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