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

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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)

Cited In (10)

• Regression with outlier shrinkage
• Multivariate calibration with robust signal regression
• Mixed Lasso estimator for stochastic restricted regression models
• Some notes on robust sure independence screening
• Robust Sparse Regression with High-Breakdown Value
• The adaptive BerHu penalty in robust regression
• Sparse and robust estimation with ridge minimax concave penalty
• Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(q) perturbation
• Sparsely restricted penalized estimators
• Penalized MM regression estimation withL_γpenalty: a robust version of bridge regression

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