Robust and sparse bridge regression

DOI10.4310/SII.2009.V2.N4.A9zbMATH Open1245.62092OpenAlexW2328835146MaRDI QIDQ440153FDOQ440153

Authors Bin Li, Qingzhao Yu

Publication date 18 August 2012

Published in Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4310/sii.2009.v2.n4.a9

Mathematics Subject Classification ID

Linear inference, regression (62J99) Applications of mathematical programming (90C90) Robustness and adaptive procedures (parametric inference) (62F35) Nonconvex programming, global optimization (90C26)

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Cited in

(13)

• Large-scale regression with non-convex loss and penalty
• Regression with outlier shrinkage
• The adaptive BerHu penalty in robust regression
• Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(q) perturbation
• Sparse and robust estimation with ridge minimax concave penalty
• Penalized MM regression estimation with \(L_\gamma\) penalty: a robust version of bridge regression
• Sparsely restricted penalized estimators
• Robust sparse regression with high-breakdown value
• Safe feature screening rules for the regularized Huber regression
• Some notes on robust sure independence screening
• Multivariate calibration with robust signal regression
• Mixed Lasso estimator for stochastic restricted regression models
• SURE-tuned bridge regression

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