Consistency and robustness properties of the S-nonnegative garrote estimator

DOI10.1080/02331888.2017.1318879zbMath1422.62172OpenAlexW2588033176MaRDI QIDQ4600789

Irène Gijbels, I. Vrinssen, Anneleen Verhasselt

Publication date: 12 January 2018

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1942/23407

zbMATH Keywords

outliersconsistencyinfluence functionbreakdown pointvariable selectionmultiple linear regressionS-estimationnonnegative garroteordinary least-squares estimator

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric robustness (62G35) Generalized linear models (logistic models) (62J12)

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