The Finite Sample Breakdown Point of \boldmath$\ell_1$-Regression
From MaRDI portal
Publication:4651981
DOI10.1137/S1052623403424156zbMath1076.62068MaRDI QIDQ4651981
Avi Giloni, Manfred W. Padberg
Publication date: 23 February 2005
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
linear programmingrobustnessbreakdown pointmixed-integer programmingrobust designs\(\ell_1\)-regression
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (5)
WLAD-LASSO method for robust estimation and variable selection in partially linear models ⋮ SOCP relaxation bounds for the optimal subset selection problem applied to robust linear regression ⋮ Sharp non-asymptotic performance bounds for \(\ell_1\) and Huber robust regression estimators ⋮ The conditional breakdown properties of least absolute value local polynomial estimators ⋮ Robust weighted LAD regression
This page was built for publication: The Finite Sample Breakdown Point of \boldmath$\ell_1$-Regression