Degrees of freedom for regularized regression with Huber loss and linear constraints
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Publication:2062389
DOI10.1007/s00362-020-01192-2zbMath1482.62075OpenAlexW3038484772MaRDI QIDQ2062389
Yongxin Liu, Peng Zeng, Lu Lin
Publication date: 27 December 2021
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-020-01192-2
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Parametric inference under constraints (62F30) Robustness and adaptive procedures (parametric inference) (62F35)
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