稳健<italic>L_q</italic> (0 < <italic>q</italic> < 1) 正则化理论: 解的渐近分布与变量选择一致性

DOI10.1360/012010-77zbMath1488.62100MaRDI QIDQ5017556

Hai Zhang, Yong Liang, Zong Ben Xu, Xiang Yu Chang, Jian-Jun Wang

Publication date: 17 December 2021

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1360/012010-77

zbMATH Keywords

asymptotic distribution; robust regression; variable selection

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62E20: Asymptotic distribution theory in statistics

62J05: Linear regression; mixed models

62F35: Robustness and adaptive procedures (parametric inference)