Penalized MM regression estimation with \(L_\gamma\) penalty: a robust version of bridge regression (Q2953971)
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scientific article; zbMATH DE number 6673724
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| English | Penalized MM regression estimation with \(L_\gamma\) penalty: a robust version of bridge regression |
scientific article; zbMATH DE number 6673724 |
Statements
Penalized MM regression estimation with<i>L</i><sub>γ</sub>penalty: a robust version of bridge regression (English)
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11 January 2017
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bridge regression
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Lasso
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MM estimator
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penalized regression
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ridge regression
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robust regression
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variable selection
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0.8123536109924316
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0.7954792380332947
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0.7662781476974487
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0.7601099610328674
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0.7559365034103394
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