Fully efficient robust estimation, outlier detection, and variable selection via penalized regression
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Publication:4639591
DOI10.5705/ss.202016.0441zbMath1390.62119OpenAlexW2607201789MaRDI QIDQ4639591
Dehan Kong, Yichao Wu, Howard D. Bondell
Publication date: 9 May 2018
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5705/ss.202016.0441
outliersrobust regressionbreakdown pointvariable selectionpenalized regressionleast trimmed squaresadaptive
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
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