Robust and consistent variable selection in high-dimensional generalized linear models (Q5384562): Difference between revisions

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scientific article; zbMATH DE number 7072391
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Robust and consistent variable selection in high-dimensional generalized linear models
scientific article; zbMATH DE number 7072391

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    Robust and consistent variable selection in high-dimensional generalized linear models (English)
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    24 June 2019
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    contamination neighbourhood
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    generalized linear model
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    infinitesimal robustness
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    lasso
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    oracle estimator
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    robust quasilikelihood
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