The statistical analysis of the combined loss of LS, LAD in high-dimension

DOI10.3969/J.ISSN.1008-5513.2013.05.014zbMATH Open1299.62069MaRDI QIDQ4980372FDOQ4980372

Authors:

Publication date: 30 June 2014

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zbMATH Keywords

linear modelrobust estimationhigh dimensionconvex combination of LS and LADpenalized robust estimation

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12)

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