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Sparse and robust estimation with ridge minimax concave penalty - MaRDI portal

Sparse and robust estimation with ridge minimax concave penalty (Q6092060)

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scientific article; zbMATH DE number 7769004
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Sparse and robust estimation with ridge minimax concave penalty
scientific article; zbMATH DE number 7769004

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    Sparse and robust estimation with ridge minimax concave penalty (English)
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    23 November 2023
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    feature selection
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    robust estimation
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    minimax penalty function
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    local quadratic approximation
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