The influence function of penalized regression estimators

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

zbMATH Keywords

influence functionleast trimmed squareslassosparsenesspenalized M-regression

Mathematics Subject Classification ID

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

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