The influence function of penalized regression estimators

DOI10.1080/02331888.2014.922563zbMath1328.62481arXiv1501.01208OpenAlexW3101094059MaRDI QIDQ3462119

Christophe Croux, Viktoria Öllerer, Andreas Alfons

Publication date: 4 January 2016

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1501.01208

zbMATH Keywords

influence functionleast trimmed squareslassosparsenesspenalized M-regression

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Diagnostics, and linear inference and regression (62J20)

Related Items (5)

Gaining Outlier Resistance With Progressive Quantiles: Fast Algorithms and Theoretical Studies ⋮ Robust and sparse estimators for linear regression models ⋮ Least sum of squares of trimmed residuals regression ⋮ Regularization parameter selection for penalized empirical likelihood estimator ⋮ Asymptotic linear expansion of regularized M-estimators

Cites Work

• Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression
• Sparse least trimmed squares regression for analyzing high-dimensional large data sets
• Pathwise coordinate optimization
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Robust Statistics
• Robust Statistics
• Convergence of a block coordinate descent method for nondifferentiable minimization
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