Andishe_ye Amari

Andishe_ye Amari

Sparse robust semiparametric models in high-dimensional data

Document Type : Original Article

Authors
1 Faculty of mathematics, Semnan university, Semnan, Iran.
2 Master’s degree graduate, statistics and Computer science, Semnan university, Semnan, Iran
Abstract
 Analysis and modeling the high-dimensional data is one of the most challenging problems faced by the world nowaday.
 Interpretation of such data is not easy and needs to be applied to modern methods. The penalized methods are one of the
 most popular ways to analyze the high-dimensional data. Also, the regression models and their analysis are affected by the
 outliers seriously. The least trimmed squares method is one of the best robust approaches to solve the corruptive influence
 of the outliers. Semiparametric models, which are a combination of both parametric and nonparametric models, are very
 flexible models. They are useful when the model contains both parametric and nonparametric parts. The main purpose of
 this paper is to analyze semiparametric models in high-dimensional data with the presence of outliers using the robust sparse
 Lasso approach. Finally, the performance of the proposed estimator is examined using a real data analysis about production
 of vitamin B2.
Keywords

Volume 27, Issue 1
September 2022
Pages 19-31

  • Receive Date 02 May 2025
  • First Publish Date 02 May 2025
  • Publish Date 23 August 2022