Depth-weighted robust multivariate regression with application to sparse data

DOI10.1002/CJS.11315MaRDI QIDQ4960847zbMATH OpenOpenAlexFDO

Authors Subhajit Dutta, Marc G. Genton

Publication date 23 April 2020

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10754/623818

zbMATH Keywords

data depthLassoprojection depthspatial depthweighted averages

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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