Perspective maximum likelihood-type estimation via proximal decomposition
DOI10.1214/19-EJS1662zbMath1440.90045arXiv1805.06098OpenAlexW3000190659MaRDI QIDQ2286365
Christian L. Müller, Patrick L. Combettes
Publication date: 22 January 2020
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1805.06098
convex optimizationrobust regressionproximal algorithmheteroscedastic modelperspective functionconcomitant M-estimator
Applications of statistics to biology and medical sciences; meta analysis (62P10) General nonlinear regression (62J02) Convex programming (90C25) Applications of functional analysis in probability theory and statistics (46N30)
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