Robust and sparse bridge regression

DOI10.4310/SII.2009.V2.N4.A9zbMath1245.62092OpenAlexW2328835146MaRDI QIDQ440153

Qingzhao Yu, Bin Li

Publication date: 18 August 2012

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/sii.2009.v2.n4.a9

Mathematics Subject Classification ID

Linear inference, regression (62J99) Robustness and adaptive procedures (parametric inference) (62F35) Applications of mathematical programming (90C90) Nonconvex programming, global optimization (90C26)

Related Items (10)

Sparsely restricted penalized estimators ⋮ Regression with outlier shrinkage ⋮ Some notes on robust sure independence screening ⋮ Penalized MM regression estimation withL_γpenalty: a robust version of bridge regression ⋮ Sparse and robust estimation with ridge minimax concave penalty ⋮ Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(q) perturbation ⋮ Multivariate calibration with robust signal regression ⋮ The adaptive BerHu penalty in robust regression ⋮ Mixed Lasso estimator for stochastic restricted regression models ⋮ Robust Sparse Regression with High-Breakdown Value

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