Moderately clipped Lasso
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Publication:1663146
DOI10.1016/j.csda.2015.07.001zbMath1468.62108OpenAlexW881276801MaRDI QIDQ1663146
Sunghoon Kwon, Sangin Lee, Yongdai Kim
Publication date: 21 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2015.07.001
Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07)
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On the strong oracle property of concave penalized estimators with infinite penalty derivative at the origin, A doubly sparse approach for group variable selection, Robust moderately clipped LASSO for simultaneous outlier detection and variable selection
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