Influence functions for penalized M-estimators
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Publication:2405153
DOI10.3150/16-BEJ841zbMath1416.62173OpenAlexW2617337526MaRDI QIDQ2405153
Publication date: 21 September 2017
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1495505089
Ridge regression; shrinkage estimators (Lasso) (62J07) Robustness and adaptive procedures (parametric inference) (62F35)
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