Robust moderately clipped LASSO for simultaneous outlier detection and variable selection

DOI10.1007/s13571-022-00279-0OpenAlexW4280587479MaRDI QIDQ2091331

Xiaoli Gao, Yang Peng, Bin Luo

Publication date: 1 November 2022

Published in: Sankhyā. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13571-022-00279-0

zbMATH Keywords

MCLhigh-dimensional datarobust regressionvariable selectionoutlier detectionconvex-concave

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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