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)

• 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
• Robust Bayesian regularized estimation based on \(t\) regression model
• Point process simulation of generalised hyperbolic Lévy processes
• 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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