Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution
DOI10.1007/s00180-020-01036-5zbMath1505.62169OpenAlexW3094720465MaRDI QIDQ2032187
Şenay Özdemir, Yeşim Güney, Yetkin Tuaç, Olcay Arslan
Publication date: 16 June 2021
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-020-01036-5
least favorable distributionrobust parameter estimationrobust variable selectionjoint location and scale model
Asymptotic properties of parametric estimators (62F12) Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
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