New proposed robust regression method for selecting variables in high dimension data

DOI10.1007/S42519-025-00458-YMaRDI QIDQ6947174zbMATH OpenFDO

Authors Shaimaa L. Barakat, Hazem R. A. Ibrahim

Publication date 5 August 2025

Published in Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S42519-025-00458-Y

zbMATH Keywords

heteroscedasticityhigh dimensionhomoscedastic modeloutliersrobust regression

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites work

• Asymptotic normality of robust M-estimators with convex penalty
• Beta ridge regression estimators: simulation and application
• Conditions of Asymptotic Normality of One-Step M-Estimators
• M-estimates of autoregression with random coefficients
• Quantile based estimation of biasing parameters in ridge regression model
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Robust Estimation of a Location Parameter
• Weighted LAD-Liu-LASSO for robust estimation and sparsity

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