Influence functions for penalized M-estimators

DOI10.3150/16-BEJ841MaRDI QIDQ2405153zbMATH OpenOpenAlexFDO

Authors Marco Avella-Medina

Publication date 21 September 2017

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.bj/1495505089

zbMATH Keywords

distribution theoryimplicit function theoremLassoregularizationrobust statistics

Mathematics Subject Classification ID

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

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Cited in

(14)

• Wavelet-based robust estimation and variable selection in nonparametric additive models
• Scale calibration for high-dimensional robust regression
• Asymptotic linear expansion of regularized M-estimators
• The influence function of penalized regression estimators
• Privacy-preserving parametric inference: a case for robust statistics
• Estimators of Influence Function
• Generalized influence functions and robustness analysis
• The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models
• Gaining Outlier Resistance With Progressive Quantiles: Fast Algorithms and Theoretical Studies
• The influence function of semiparametric two-step estimators with estimated control variables
• Robust and consistent model evaluation criteria in high-dimensional regression
• High-dimensional outlier detection and variable selection via adaptive weighted mean regression
• Robust adaptive Lasso in high-dimensional logistic regression
• The main contributions of robust statistics to statistical science and a new challenge

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