Soft maximin estimation for heterogeneous data

DOI10.1111/SJOS.12580OpenAlexW4214872271MaRDI QIDQ5887779FDOQ5887779

Authors: Adam Lund, Søren Wengel Mogensen, Niels Richard Hansen 

Publication date: 13 April 2023

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1805.02407

zbMATH Keywords

sparse estimationconvex optimizationrobust estimationheterogeneous data

Mathematics Subject Classification ID

Statistics (62-XX)

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