Inference robust to outliers with ℓ1-norm penalization
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Publication:5140337
DOI10.1051/ps/2020014zbMath1455.62065arXiv1906.01302OpenAlexW3014612614MaRDI QIDQ5140337
Publication date: 15 December 2020
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1906.01302
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Large deviations (60F10)
Related Items (2)
Robust censored regression with \(\ell_1\)-norm regularization ⋮ High-dimensional inference robust to outliers with ℓ1-norm penalization
Uses Software
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