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

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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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