Robust sparse regression and tuning parameter selection via the efficient bootstrap information criteria

DOI10.1080/00949655.2012.755532zbMath1453.62583OpenAlexW1985992733MaRDI QIDQ5220012

Sadanori Konishi, Heewon Park, Fumitake Sakaori

Publication date: 9 March 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2012.755532

zbMATH Keywords

regression modelelastic netleast-trimmed squaresefficient bootstrap information criteriaLasso-type regularization

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Robustness and adaptive procedures (parametric inference) (62F35) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (3)

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Cites Work

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