Depth‐weighted robust multivariate regression with application to sparse data

DOI10.1002/CJS.11315zbMath1474.62274OpenAlexW2604241187MaRDI QIDQ4960847

Subhajit Dutta, Marc G. Genton

Publication date: 23 April 2020

Full work available at URL: http://hdl.handle.net/10754/623818

zbMATH Keywords

Lassodata depthweighted averagesprojection depthspatial depth

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric robustness (62G35)

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