Robust _2,0-penalized rank regression for high-dimensional group selection

DOI10.1007/S11222-025-10588-9MaRDI QIDQ7016017zbMATH OpenFDO

Authors Jing Lv, Chaohui Guo

Publication date 7 March 2025

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11222-025-10588-9

zbMATH Keywords

\(\ell_{2, 0}\) penaltyblock coordinatewise minimizergroup sparsityhigh dimensionrobust estimationsmoothed rank loss function

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cited in

(1)

• Group regression with tailored penalties for high-dimensional data with or without predefined groups

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