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

DOI10.1109/TIT.2010.2059770MaRDI QIDQ5281265zbMATH OpenWikidataFDO

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)

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

This page was built for publication: Asymptotic Analysis of Robust LASSOs in the Presence of Noise With Large Variance

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5281265)