Robust Sparse Regression with High-Breakdown Value
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Publication:5259110
DOI10.1080/03610926.2012.750357zbMath1325.62063MaRDI QIDQ5259110
Publication date: 24 June 2015
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2012.750357
62J07: Ridge regression; shrinkage estimators (Lasso)
62F35: Robustness and adaptive procedures (parametric inference)
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Cites Work
- Nearly unbiased variable selection under minimax concave penalty
- The Adaptive Lasso and Its Oracle Properties
- Robust and sparse bridge regression
- Small sample corrections for LTS and MCD
- A class of robust and fully efficient regression estimators
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- Asymptotic Analysis of Robust LASSOs in the Presence of Noise With Large Variance
- Robust Statistics