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

DOI10.3969/J.ISSN.1008-5513.2013.05.014MaRDI QIDQ4980372zbMATH OpenFDO

Authors

Publication date 30 June 2014

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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