Fully efficient robust estimation, outlier detection, and variable selection via penalized regression

DOI10.5705/ss.202016.0441zbMath1390.62119MaRDI QIDQ4639591

Dehan Kong, Yichao Wu, Howard D. Bondell

Publication date: 9 May 2018

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.202016.0441

zbMATH Keywords

outliers; robust regression; breakdown point; variable selection; penalized regression; least trimmed squares; adaptive

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

62F35: Robustness and adaptive procedures (parametric inference)