Sparse least trimmed squares regression for analyzing high-dimensional large data sets

DOI10.1214/12-AOAS575zbMath1454.62123arXiv1304.4773OpenAlexW2039385587MaRDI QIDQ1951528

Sarah Gelper, Andreas Alfons, Christophe Croux

Publication date: 6 June 2013

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.4773

zbMATH Keywords

outliers robust regression trimming breakdown point penalized regression

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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