The influence function of penalized regression estimators
From MaRDI portal
Publication:3462119
DOI10.1080/02331888.2014.922563zbMath1328.62481arXiv1501.01208OpenAlexW3101094059MaRDI QIDQ3462119
Christophe Croux, Viktoria Öllerer, Andreas Alfons
Publication date: 4 January 2016
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1501.01208
Ridge regression; shrinkage estimators (Lasso) (62J07) Diagnostics, and linear inference and regression (62J20)
Related Items
Gaining Outlier Resistance With Progressive Quantiles: Fast Algorithms and Theoretical Studies, Robust and sparse estimators for linear regression models, Least sum of squares of trimmed residuals regression, Regularization parameter selection for penalized empirical likelihood estimator, Asymptotic linear expansion of regularized M-estimators
Cites Work
- Unnamed Item
- Unnamed Item
- Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets
- Pathwise coordinate optimization
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Robust Statistics
- Robust Statistics
- Convergence of a block coordinate descent method for nondifferentiable minimization