The adaptive BerHu penalty in robust regression

DOI10.1080/10485252.2016.1190359zbMath1348.62197OpenAlexW2435937386MaRDI QIDQ2832013

Sophie Lambert-Lacroix, Laurent Zwald

Publication date: 4 November 2016

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2016.1190359

zbMATH Keywords

robust estimationoracle propertyHuber's criterionconcomitant scaleadaptive BerHu penalty

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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