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    Article

    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...

    N. M. Neykov, P. Filzmoser, P. N. Neytchev in Statistical Papers (2014)

  2. Article

    Erratum to: Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator

    N. M. Neykov, P. Filzmoser, P. N. Neytchev in Statistical Papers (2014)

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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 ...

    D. Rosadi, P. Filzmoser in Statistical Papers (2019)