Robust variable selection criteria for the penalized regression

DOI10.1016/J.JMVA.2025.105540MaRDI QIDQ6874685zbMATH OpenFDO

Authors Abhijit Mandal, Samiran Ghosh

Publication date 15 January 2026

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JMVA.2025.105540

zbMATH Keywords

high-dimensional data analysisinformation criterionM-estimatorpenalized variable selectionrobust regression

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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