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

DOI10.1109/TIT.2010.2059770zbMath1366.94091WikidataQ60767203 ScholiaQ60767203MaRDI QIDQ5281265

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

Publication date: 27 July 2017

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

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

94A12: Signal theory (characterization, reconstruction, filtering, etc.)

Related Items

Robust variable selection for the varying coefficient model based on compositeL₁–L₂regression, Robust Sparse Regression with High-Breakdown Value, A Lasso-type Robust Variable Selection for Time-Course Microarray Data, Fast Algorithms for LS and LAD-Collaborative Regression, The \(L_1\) penalized LAD estimator for high dimensional linear regression, Regression with outlier shrinkage, Variable selection of the quantile varying coefficient regression models, Convergence analysis of weighted expected residual method for nonlinear stochastic variational inequality problems, Robust Bayesian regularized estimation based on \(t\) regression model, Point process simulation of generalised inverse Gaussian processes and estimation of the Jaeger integral, Asymptotic linear expansion of regularized M-estimators, Aggregated hold out for sparse linear regression with a robust loss function, Empirical likelihood based modal regression, Influence Diagnostics for High-Dimensional Lasso Regression