pense (Q56132)
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Penalized Elastic Net S/MM-Estimator of Regression
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | pense |
Penalized Elastic Net S/MM-Estimator of Regression |
Statements
Matías Salibián-barrera
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Gabriela Cohen Freue
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Matías Salibián-Barrera
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27 January 2026
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Robust penalized (adaptive) elastic net S and M estimators for linear regression. The adaptive methods are proposed in Kepplinger, D. (2023) <doi:10.1016/j.csda.2023.107730> and the non-adaptive methods in Cohen Freue, G. V., Kepplinger, D., Salibián-Barrera, M., and Smucler, E. (2019) <doi:10.1214/19-AOAS1269>. The package implements robust hyper-parameter selection with robust information sharing cross-validation according to Kepplinger & Wei (2025) <doi:10.1080/00401706.2025.2540970>.
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Identifiers
18 February 2023
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