{"id":"https://openalex.org/W4414284255","doi":"https://doi.org/10.3390/axioms14090701","title":"Robust Adaptive Lasso via Robust Sample Autocorrelation Coefficient for the Autoregressive Models","display_name":"Robust Adaptive Lasso via Robust Sample Autocorrelation Coefficient for the Autoregressive Models","publication_year":2025,"publication_date":"2025-09-17","ids":{"openalex":"https://openalex.org/W4414284255","doi":"https://doi.org/10.3390/axioms14090701"},"language":"en","primary_location":{"id":"doi:10.3390/axioms14090701","is_oa":true,"landing_page_url":"https://doi.org/10.3390/axioms14090701","pdf_url":"https://www.mdpi.com/2075-1680/14/9/701/pdf?version=1758101073","source":{"id":"https://openalex.org/S4210173132","display_name":"Axioms","issn_l":"2075-1680","issn":["2075-1680"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Axioms","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://www.mdpi.com/2075-1680/14/9/701/pdf?version=1758101073","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5051508280","display_name":"Yunlu Jiang","orcid":"https://orcid.org/0000-0003-2580-3320"},"institutions":[{"id":"https://openalex.org/I159948400","display_name":"Jinan University","ror":"https://ror.org/02xe5ns62","country_code":"CN","type":"education","lineage":["https://openalex.org/I159948400"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yunlu Jiang","raw_affiliation_strings":["School of Economics, Jinan University, Guangzhou 510632, China"],"affiliations":[{"raw_affiliation_string":"School of Economics, Jinan University, Guangzhou 510632, China","institution_ids":["https://openalex.org/I159948400"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5025790326","display_name":"Feng Chen","orcid":"https://orcid.org/0000-0002-9646-3338"},"institutions":[{"id":"https://openalex.org/I159948400","display_name":"Jinan University","ror":"https://ror.org/02xe5ns62","country_code":"CN","type":"education","lineage":["https://openalex.org/I159948400"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Fudong Chen","raw_affiliation_strings":["School of Economics, Jinan University, Guangzhou 510632, China"],"affiliations":[{"raw_affiliation_string":"School of Economics, Jinan University, Guangzhou 510632, China","institution_ids":["https://openalex.org/I159948400"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5110380266","display_name":"Yan Xiao","orcid":"https://orcid.org/0000-0001-8554-4899"},"institutions":[{"id":"https://openalex.org/I159948400","display_name":"Jinan University","ror":"https://ror.org/02xe5ns62","country_code":"CN","type":"education","lineage":["https://openalex.org/I159948400"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Xiao Yan","raw_affiliation_strings":["School of Public Administration, Jinan University, Guangzhou 510632, China"],"affiliations":[{"raw_affiliation_string":"School of Public Administration, Jinan University, Guangzhou 510632, China","institution_ids":["https://openalex.org/I159948400"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5110380266"],"corresponding_institution_ids":["https://openalex.org/I159948400"],"apc_list":{"value":1400,"currency":"CHF","value_usd":1515},"apc_paid":{"value":1400,"currency":"CHF","value_usd":1515},"fwci":0.0,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":{"value":0.24236869,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"14","issue":"9","first_page":"701","last_page":"701"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.998199999332428,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.998199999332428,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9914000034332275,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9685999751091003,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/autoregressive-model","display_name":"Autoregressive model","score":0.7627999782562256},{"id":"https://openalex.org/keywords/outlier","display_name":"Outlier","score":0.737500011920929},{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.6912000179290771},{"id":"https://openalex.org/keywords/robustness","display_name":"Robustness (evolution)","score":0.6377000212669373},{"id":"https://openalex.org/keywords/autocorrelation","display_name":"Autocorrelation","score":0.6295999884605408},{"id":"https://openalex.org/keywords/partial-autocorrelation-function","display_name":"Partial autocorrelation function","score":0.5555999875068665},{"id":"https://openalex.org/keywords/lasso","display_name":"Lasso (programming language)","score":0.4059000015258789},{"id":"https://openalex.org/keywords/adaptive-estimator","display_name":"Adaptive estimator","score":0.40059998631477356},{"id":"https://openalex.org/keywords/robust-statistics","display_name":"Robust statistics","score":0.3950999975204468}],"concepts":[{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.7627999782562256},{"id":"https://openalex.org/C79337645","wikidata":"https://www.wikidata.org/wiki/Q779824","display_name":"Outlier","level":2,"score":0.737500011920929},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.6912000179290771},{"id":"https://openalex.org/C63479239","wikidata":"https://www.wikidata.org/wiki/Q7353546","display_name":"Robustness (evolution)","level":3,"score":0.6377000212669373},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6327000260353088},{"id":"https://openalex.org/C5297727","wikidata":"https://www.wikidata.org/wiki/Q786970","display_name":"Autocorrelation","level":2,"score":0.6295999884605408},{"id":"https://openalex.org/C114775468","wikidata":"https://www.wikidata.org/wiki/Q1258253","display_name":"Partial autocorrelation function","level":4,"score":0.5555999875068665},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.41350001096725464},{"id":"https://openalex.org/C37616216","wikidata":"https://www.wikidata.org/wiki/Q3218363","display_name":"Lasso (programming language)","level":2,"score":0.4059000015258789},{"id":"https://openalex.org/C2780617739","wikidata":"https://www.wikidata.org/wiki/Q4680738","display_name":"Adaptive estimator","level":3,"score":0.40059998631477356},{"id":"https://openalex.org/C67226441","wikidata":"https://www.wikidata.org/wiki/Q1665389","display_name":"Robust statistics","level":3,"score":0.3950999975204468},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.39399999380111694},{"id":"https://openalex.org/C167928553","wikidata":"https://www.wikidata.org/wiki/Q1376021","display_name":"Estimation theory","level":2,"score":0.3709999918937683},{"id":"https://openalex.org/C93959086","wikidata":"https://www.wikidata.org/wiki/Q6888345","display_name":"Model selection","level":2,"score":0.3695000112056732},{"id":"https://openalex.org/C70259352","wikidata":"https://www.wikidata.org/wiki/Q1847839","display_name":"Robust regression","level":3,"score":0.3650999963283539},{"id":"https://openalex.org/C182365436","wikidata":"https://www.wikidata.org/wiki/Q50701","display_name":"Variable (mathematics)","level":2,"score":0.3465999960899353},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3337000012397766},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3294000029563904},{"id":"https://openalex.org/C89128539","wikidata":"https://www.wikidata.org/wiki/Q1949963","display_name":"Statistic","level":2,"score":0.322299987077713},{"id":"https://openalex.org/C177148314","wikidata":"https://www.wikidata.org/wiki/Q170084","display_name":"Generalization","level":2,"score":0.31060001254081726},{"id":"https://openalex.org/C9936470","wikidata":"https://www.wikidata.org/wiki/Q6510405","display_name":"Least-squares function approximation","level":3,"score":0.3073999881744385},{"id":"https://openalex.org/C148483581","wikidata":"https://www.wikidata.org/wiki/Q446488","display_name":"Feature selection","level":2,"score":0.2987000048160553},{"id":"https://openalex.org/C75778745","wikidata":"https://www.wikidata.org/wiki/Q342626","display_name":"Lag","level":2,"score":0.2971999943256378},{"id":"https://openalex.org/C143791395","wikidata":"https://www.wikidata.org/wiki/Q475208","display_name":"M-estimator","level":3,"score":0.2955000102519989},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.2842999994754791},{"id":"https://openalex.org/C169857963","wikidata":"https://www.wikidata.org/wiki/Q1461038","display_name":"Test statistic","level":3,"score":0.26989999413490295},{"id":"https://openalex.org/C162144332","wikidata":"https://www.wikidata.org/wiki/Q1665305","display_name":"Instrumental variable","level":2,"score":0.26429998874664307},{"id":"https://openalex.org/C164172150","wikidata":"https://www.wikidata.org/wiki/Q1782585","display_name":"Consistent estimator","level":4,"score":0.25600001215934753}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.3390/axioms14090701","is_oa":true,"landing_page_url":"https://doi.org/10.3390/axioms14090701","pdf_url":"https://www.mdpi.com/2075-1680/14/9/701/pdf?version=1758101073","source":{"id":"https://openalex.org/S4210173132","display_name":"Axioms","issn_l":"2075-1680","issn":["2075-1680"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Axioms","raw_type":"journal-article"},{"id":"pmh:oai:doaj.org/article:172551e3f158411581c31058e70389bf","is_oa":true,"landing_page_url":"https://doaj.org/article/172551e3f158411581c31058e70389bf","pdf_url":null,"source":{"id":"https://openalex.org/S112646816","display_name":"SHILAP Revista de lepidopterolog\u00eda","issn_l":"0300-5267","issn":["0300-5267","2340-4078"],"is_oa":true,"is_in_doaj":true,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Axioms, Vol 14, Iss 9, p 701 (2025)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.3390/axioms14090701","is_oa":true,"landing_page_url":"https://doi.org/10.3390/axioms14090701","pdf_url":"https://www.mdpi.com/2075-1680/14/9/701/pdf?version=1758101073","source":{"id":"https://openalex.org/S4210173132","display_name":"Axioms","issn_l":"2075-1680","issn":["2075-1680"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Axioms","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G1231421488","display_name":null,"funder_award_id":"under","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G173090492","display_name":null,"funder_award_id":"12171203","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G2087396116","display_name":null,"funder_award_id":"China","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G2376276132","display_name":null,"funder_award_id":"China","funder_id":"https://openalex.org/F4320335787","funder_display_name":"Fundamental Research Funds for the Central Universities"},{"id":"https://openalex.org/G3317480652","display_name":null,"funder_award_id":"Science","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G391238517","display_name":null,"funder_award_id":", and","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G6375838166","display_name":null,"funder_award_id":"23JNQMX21","funder_id":"https://openalex.org/F4320335787","funder_display_name":"Fundamental Research Funds for the Central Universities"},{"id":"https://openalex.org/G7726157001","display_name":null,"funder_award_id":"Grant No.","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G848032724","display_name":null,"funder_award_id":"Science","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G8951484681","display_name":null,"funder_award_id":"Grant","funder_id":"https://openalex.org/F4320335787","funder_display_name":"Fundamental Research Funds for the Central Universities"}],"funders":[{"id":"https://openalex.org/F4320306076","display_name":"National Science Foundation","ror":"https://ror.org/021nxhr62"},{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320335787","display_name":"Fundamental Research Funds for the Central Universities","ror":null}],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4414284255.pdf","grobid_xml":"https://content.openalex.org/works/W4414284255.grobid-xml"},"referenced_works_count":23,"referenced_works":["https://openalex.org/W984982046","https://openalex.org/W1971334823","https://openalex.org/W1989638282","https://openalex.org/W2000145235","https://openalex.org/W2006664494","https://openalex.org/W2020925091","https://openalex.org/W2023351577","https://openalex.org/W2033079433","https://openalex.org/W2041648143","https://openalex.org/W2055763569","https://openalex.org/W2074682976","https://openalex.org/W2097832835","https://openalex.org/W2135046866","https://openalex.org/W2147534083","https://openalex.org/W2268919590","https://openalex.org/W2375215062","https://openalex.org/W2498631646","https://openalex.org/W2624917722","https://openalex.org/W2792960398","https://openalex.org/W2910575305","https://openalex.org/W3091399794","https://openalex.org/W4255715712","https://openalex.org/W4293066164"],"related_works":[],"abstract_inverted_index":{"For":[0],"the":[1,8,13,26,41,49,52,58,64,81,113,129,149,154],"autoregressive":[2,82],"models,":[3],"classical":[4],"estimation":[5,35],"methods,":[6],"including":[7],"least":[9],"squares":[10],"estimator":[11,16,110],"or":[12,23],"maximum":[14],"likelihood":[15],"are":[17],"not":[18,47],"robust":[19,76,108],"to":[20,32,98,116,119],"heavy-tailed":[21],"distributions":[22],"outliers":[24,152],"in":[25,101,148,153],"dataset,":[27],"and":[28,36,104,123,146],"lack":[29],"sparsity,":[30],"leading":[31],"potentially":[33],"inaccurate":[34],"poor":[37],"generalization":[38],"capability.":[39],"Meanwhile,":[40],"existing":[42],"variable":[43,60],"selection":[44],"methods":[45],"can":[46],"handle":[48],"case":[50],"where":[51],"influence":[53],"of":[54,132,151],"explanatory":[55],"variables":[56],"on":[57,112],"dependent":[59],"gradually":[61],"weakens":[62],"as":[63,94],"lag":[65],"order":[66],"increases.":[67],"To":[68],"address":[69],"these":[70],"issues,":[71],"we":[72],"propose":[73],"a":[74,107],"novel":[75],"adaptive":[77,95],"lasso":[78],"method":[79,86],"for":[80],"models.":[83],"The":[84,136],"proposed":[85,134,141],"is":[87],"constructed":[88],"by":[89,105],"using":[90],"partial":[91],"autocorrelation":[92,109],"coefficients":[93],"penalty":[96],"weights":[97],"promote":[99],"sparsity":[100,147],"parameter":[102],"estimation,":[103],"employing":[106],"based":[111],"FQn":[114],"statistic":[115],"enhance":[117],"resistance":[118],"outliers.":[120],"Numerical":[121],"simulations":[122],"two":[124],"real":[125],"data":[126],"analyses":[127],"illustrate":[128],"promising":[130],"performance":[131],"our":[133,140],"approach.":[135],"results":[137],"indicate":[138],"that":[139],"approach":[142],"exhibits":[143],"good":[144],"robustness":[145],"presence":[150],"dataset.":[155]},"counts_by_year":[],"updated_date":"2026-03-18T14:38:29.013473","created_date":"2025-10-10T00:00:00"}