Penalised robust estimators for sparse and high-dimensional linear models
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Publication:2664993
DOI10.1007/S10260-020-00511-ZzbMath1474.62182OpenAlexW3003886944MaRDI QIDQ2664993
Anestis Antoniadis, Umberto Amato, Irène Gijbels, Italia De Feis
Publication date: 18 November 2021
Published in: Statistical Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://lirias.kuleuven.be/handle/123456789/649460
outliersregularizationvariable selectioncontaminationhigh-dimensional regressionwavelet thresholdingnonconvex penalties
Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Nonparametric robustness (62G35)
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Simultaneous feature selection and outlier detection with optimality guarantees ⋮ Penalized wavelet nonparametric univariate logistic regression for irregular spaced data ⋮ Wavelet-based robust estimation and variable selection in nonparametric additive models ⋮ Robust subset selection ⋮ Penalized wavelet estimation and robust denoising for irregular spaced data
Uses Software
Cites Work
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