Regularization of case-specific parameters for robustness and efficiency

DOI10.1214/11-STS377zbMath1331.62349arXiv1210.0701MaRDI QIDQ252778

Yoonkyung Lee, Steven N. MacEachern, Yoonsuh Jung

Publication date: 4 March 2016

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.0701

zbMATH Keywords

quantile regression; leverage point; outlier; Lasso; case indicator; large margin classifier; penalized method

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62H30: Classification and discrimination; cluster analysis (statistical aspects)

62J02: General nonlinear regression

Uses Software

• alr3
• AdaBoost.MH
• SSVM
• languageR