Penalized MM regression estimation with<i>L</i><sub>γ</sub>penalty: a robust version of bridge regression (Q2953971)
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English | Penalized MM regression estimation with<i>L</i><sub>γ</sub>penalty: a robust version of bridge regression |
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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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