Asymptotic Analysis of Robust LASSOs in the Presence of Noise With Large Variance
From MaRDI portal
Publication:5281265
DOI10.1109/TIT.2010.2059770zbMath1366.94091WikidataQ60767203 ScholiaQ60767203MaRDI QIDQ5281265
Z. Jane Wang, Martin J. McKeown, Xiaohui Chen
Publication date: 27 July 2017
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Ridge regression; shrinkage estimators (Lasso) (62J07) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
Related Items
Fast Algorithms for LS and LAD-Collaborative Regression, Aggregated hold out for sparse linear regression with a robust loss function, Robust Bayesian regularized estimation based on \(t\) regression model, The \(L_1\) penalized LAD estimator for high dimensional linear regression, Regression with outlier shrinkage, Variable selection of the quantile varying coefficient regression models, Convergence analysis of weighted expected residual method for nonlinear stochastic variational inequality problems, Point process simulation of generalised hyperbolic Lévy processes, Robust variable selection for the varying coefficient model based on compositeL1–L2regression, Influence Diagnostics for High-Dimensional Lasso Regression, Point process simulation of generalised inverse Gaussian processes and estimation of the Jaeger integral, Asymptotic linear expansion of regularized M-estimators, Empirical likelihood based modal regression, Robust Sparse Regression with High-Breakdown Value, A Lasso-type Robust Variable Selection for Time-Course Microarray Data