Robust estimation and variable selection in heteroscedastic linear regression (Q5742594)
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scientific article; zbMATH DE number 7054863
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust estimation and variable selection in heteroscedastic linear regression |
scientific article; zbMATH DE number 7054863 |
Statements
Robust estimation and variable selection in heteroscedastic linear regression (English)
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15 May 2019
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heteroscedasticity
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influence function
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nonnegative garrotte
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S-estimation
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variable selection
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