Fully efficient robust estimation, outlier detection, and variable selection via penalized regression

DOI10.5705/SS.202016.0441zbMath1390.62119OpenAlexW2607201789MaRDI QIDQ4639591

Dehan Kong, Yichao Wu, Howard D. Bondell

Publication date: 9 May 2018

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.202016.0441

zbMATH Keywords

outliersrobust regressionbreakdown pointvariable selectionpenalized regressionleast trimmed squaresadaptive

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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