Robust Group Variable Screening Based on Maximum Lq-Likelihood
Estimation
Description
Produces a group screening procedure that is based on maximum Lq-likelihood estimation, to simultaneously account for the group structure and data contamination in variable screening. The methods are described in Li, Y., Li, R., Qin, Y., Lin, C., & Yang, Y. (2021) Robust Group Variable Screening Based on Maximum Lq-likelihood Estimation. Statistics in Medicine, 40:6818-6834..