Robust Multivariate Lasso Regression with Covariance Estimation (Q6180726)
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scientific article; zbMATH DE number 7792032
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| English | Robust Multivariate Lasso Regression with Covariance Estimation |
scientific article; zbMATH DE number 7792032 |
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Robust Multivariate Lasso Regression with Covariance Estimation (English)
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22 January 2024
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graphical Lasso
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Lasso
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multivariate regression
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oracal property
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proximal gradient algorithm
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robust estimation
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