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Robust kernel-based regression with bounded influence for outliers
Hwang, Sangheum; Kim, Dohyun; Jeong, Myong K.; Yum, Bong-Jin - In: Journal of the Operational Research Society : OR 66 (2015) 8, pp. 1385-1398
Persistent link: https://www.econbiz.de/10011417225
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A robust support vector regression with a linear-log concave loss function
Kim, Dohyun; Lee, Chungmok; Hwang, Sangheum; Jeong, Myong K. - In: Journal of the Operational Research Society : OR 67 (2016) 5, pp. 735-742
Persistent link: https://www.econbiz.de/10011517441
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Estimating of hedonic price models using robust regressions : solving the outlier problem
Çaglayan, Ebru - In: International journal of economic perspectives : IJEP 7 (2013) 3, pp. 14-20
Persistent link: https://www.econbiz.de/10011586666
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Robust approaches for monitoring logistic regression profiles under outliers
Hakimi, Ahmad; Amiri, Amirhossein; Kamranrad, Reza - In: International journal of quality & reliability management 34 (2017) 4, pp. 494-507
Persistent link: https://www.econbiz.de/10011704843
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Implementing managerial constraints in model-based segmentation : extensions of Kim, Fong, and DeSarbo (2012) with an application to heterogeneous perceptions of service quality
Kim, Sunghoon; Blanchard, Simon J.; DeSarbo, Wayne; … - In: Journal of marketing research : JMR 50 (2013) 5, pp. 664-673
Persistent link: https://www.econbiz.de/10010195930
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Variable selection in additive models by nonnegative garrote
Cantoni, Eva (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003335752
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A semiparametric conditional capital asset pricing model
Cai, Zongwu; Ren, Yu; Yang, Bingduo - In: Journal of banking & finance 61 (2015), pp. 117-126
Persistent link: https://www.econbiz.de/10011545159
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Penalized estimation of high-dimensional models under a generalized sparsity condition
Horowitz, Joel; Huang, Jian - 2012
We consider estimation of a linear or nonparametric additive model in which a few coefficients or additive components are "large" and may be objects of substantive interest, whereas others are "small" but not necessarily zero. The number of small coefficients or additive components may exceed...
Persistent link: https://www.econbiz.de/10009567830
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Sparse regression for large data sets with outliers
Bottmer, Lea; Croux, Christophe; Wilms, Ines - In: European journal of operational research : EJOR 297 (2022) 2, pp. 782-794
Persistent link: https://www.econbiz.de/10013259938
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Variable selection in sparse semiparametric single index models
Chu, Jianghao; Lee, Tae-hwy; Ullah, Aman - 2019
Persistent link: https://www.econbiz.de/10012244169