Asymptotic Analysis of Robust LASSOs in the Presence of Noise With Large Variance

DOI10.1109/TIT.2010.2059770zbMATH Open1366.94091WikidataQ60767203 ScholiaQ60767203MaRDI QIDQ5281265FDOQ5281265

Authors: Xiaohui Chen, Z. Jane Wang, Martin J. McKeown 

Publication date: 27 July 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited In (16)

• Regression with outlier shrinkage
• Variable selection of the quantile varying coefficient regression models
• Robust sparse regression with high-breakdown value
• A Lasso-type robust variable selection for time-course microarray data
• Aggregated hold out for sparse linear regression with a robust loss function
• Robust statistics: a selective overview and new directions
• Fast Algorithms for LS and LAD-Collaborative Regression
• Convergence analysis of weighted expected residual method for nonlinear stochastic variational inequality problems
• Point process simulation of generalised hyperbolic Lévy processes
• Robust Bayesian regularized estimation based on \(t\) regression model
• Asymptotic linear expansion of regularized M-estimators
• Robust variable selection for the varying coefficient model based on composite \(L_1\)-\(L_2\) regression
• Empirical likelihood based modal regression
• Point process simulation of generalised inverse Gaussian processes and estimation of the Jaeger integral
• Influence Diagnostics for High-Dimensional Lasso Regression
• The \(L_1\) penalized LAD estimator for high dimensional linear regression

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