Low-rank elastic-net regularized multivariate Huber regression model
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Publication:2049832
DOI10.1016/j.apm.2020.05.012zbMath1481.62025OpenAlexW3027571940MaRDI QIDQ2049832
Zhiyong Huang, Bing Zhen Chen, Wen-juan Zhai
Publication date: 27 August 2021
Published in: Applied Mathematical Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apm.2020.05.012
heavy tailscollinearityaccelerated proximal gradient algorithmgrouping effect propertymultivariate Huber regression
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Nonparametric robustness (62G35) Convex programming (90C25) Numerical optimization and variational techniques (65K10) Optimality conditions and duality in mathematical programming (90C46)
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