Ultrahigh-Dimensional Robust and Efficient Sparse Regression Using Non-Concave Penalized Density Power Divergence

DOI10.1109/TIT.2020.3013015zbMath1457.62211arXiv1802.04906OpenAlexW3104444713MaRDI QIDQ5138934

Abhik Ghosh, Subhabrata Majumdar

Publication date: 4 December 2020

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.04906

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

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