A selective review of robust variable selection with applications in bioinformatics

An Iterative Coordinate Descent Algorithm for High-Dimensional Nonconvex Penalized Quantile Regression

(2015) Bo Peng et al.   JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS

Adaptive robust variable selection

(2014) Jianqing Fan et al.   ANNALS OF STATISTICS

A Penalized Robust Method for Identifying Gene-Environment Interactions

(2014) Xingjie Shi et al.   GENETIC EPIDEMIOLOGY

Robust variable selection through MAVE

(2013) Weixin Yao et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS

Interquantile shrinkage and variable selection in quantile regression

(2013) Liewen Jiang et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS

The L 1 penalized LAD estimator for high dimensional linear regression

(2013) Lie Wang   JOURNAL OF MULTIVARIATE ANALYSIS

Robust Variable Selection With Exponential Squared Loss

(2013) Xueqin Wang et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Variable selection for censored quantile regression

(2013) Huixia Judy Wang et al.   STATISTICA SINICA

On the robustness of the adaptive lasso to model misspecification

(2012) W. Lu et al.   BIOMETRIKA

Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension

(2012) Lan Wang et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

A tutorial on rank-based coefficient estimation for censored data in small- and large-scale problems

(2012) Matthias Chung et al.   STATISTICS AND COMPUTING

Penalized composite quasi-likelihood for ultrahigh dimensional variable selection

(2011) Jelena Bradic et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Robust regression through the Huber’s criterion and adaptive lasso penalty

(2011) Sophie Lambert-Lacroix et al.   Electronic Journal of Statistics

Nearly unbiased variable selection under minimax concave penalty

(2010) Cun-Hui Zhang   ANNALS OF STATISTICS

ℓ1-penalized quantile regression in high-dimensional sparse models

(2010) Alexandre Belloni et al.   ANNALS OF STATISTICS

A robust penalized method for the analysis of noisy DNA copy number data

(2010) Xiaoli Gao et al.   BMC GENOMICS

Stability selection

(2010) Nicolai Meinshausen et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

ℓ1-penalization for mixture regression models

(2010) Nicolas Städler et al.   TEST

High-dimensional classification using features annealed independence rules

(2009) Jianqing Fan et al.   ANNALS OF STATISTICS

Rank-based estimation in the ℓ1-regularized partly linear model for censored outcomes with application to integrated analyses of clinical predictors and gene expression data

(2009) Brent A. Johnson   BIOSTATISTICS

Rank-based variable selection with censored data

(2009) Jinfeng Xu et al.   STATISTICS AND COMPUTING

Composite quantile regression and the oracle model selection theory

(2008) Hui Zou et al.   ANNALS OF STATISTICS

Regularized Estimation for the Accelerated Failure Time Model

(2008) T. Cai et al.   BIOMETRICS

Weighted Wilcoxon-Type Smoothly Clipped Absolute Deviation Method

(2008) Lan Wang et al.   BIOMETRICS

Regularized simultaneous model selection in multiple quantiles regression

(2008) Hui Zou et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS

L1-Norm Quantile Regression

(2008) Youjuan Li et al.   JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS

Rank-based variable selection

(2008) Brent A. Johnson et al.   JOURNAL OF NONPARAMETRIC STATISTICS