High-dimensional robust regression with \(L_q\)-loss functions

DOI10.1016/j.csda.2022.107567OpenAlexW4285498631WikidataQ113877315 ScholiaQ113877315MaRDI QIDQ2674525

Rohana J. Karunamuni, Yi-Bo Wang

Publication date: 14 September 2022

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2022.107567

zbMATH Keywords

model selectionhigh-dimensional dataoracle propertiesrobust regularization\( L_q\)-loss functions

Mathematics Subject Classification ID

Statistics (62-XX)

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