稳健<italic>L_q</italic> (0 < <italic>q</italic> < 1) 正则化理论: 解的渐近分布与变量选择一致性

DOI10.1360/012010-77zbMath1488.62100OpenAlexW2969894375MaRDI QIDQ5017556

Yong Liang, Hai Zhang, Jian-Jun Wang, Xiang Yu Chang, Zong Ben Xu

Publication date: 17 December 2021

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1360/012010-77

zbMATH Keywords

asymptotic distributionrobust regressionvariable selection

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

Convergence analysis of the batch gradient-based neuro-fuzzy learning algorithm with smoothing \(L_{1/2}\) regularization for the first-order Takagi-Sugeno system, Identifying stochastic governing equations from data of the most probable transition trajectories