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)

Full work available at URL https://doi.org/10.1109/TIT.2010.2059770

Mathematics Subject Classification ID

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

Cited in

(17)

• 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
• The L₁ penalized LAD estimator for high dimensional linear regression
• Regression with outlier shrinkage
• Variable selection of the quantile varying coefficient regression models
• Robust variable selection for the varying coefficient model based on composite \(L_1\)-\(L_2\) regression
• 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
• Point process simulation of generalised hyperbolic Lévy processes
• Robust statistics: a selective overview and new directions
• Robust variable selection via the weighted elastic-net multi-step screening procedure
• Convergence analysis of weighted expected residual method for nonlinear stochastic variational inequality problems

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