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Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator
The penalized maximum likelihood estimator (PMLE) has been widely used for variable selection in high-dimensional data. Various penalty functions have been employed for this purpose, e.g., Lasso, weighted Las...
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Article
Erratum to: Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator
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Article
Robust second-order least-squares estimation for regression models with autoregressive errors
Rosadi and Peiris (Comput Stat 29:931–943, 2014) applied the second-order least squares estimator (SLS), which was proposed in Wang and Leblanc (Ann Inst of Stat Math 60:883–900, 2008), to regression models with ...