SPARSE AND ROBUST LINEAR REGRESSION: AN OPTIMIZATION ALGORITHM AND ITS STATISTICAL PROPERTIES

DOI10.5705/SS.202015.0179zbMath1372.62015arXiv1505.05257OpenAlexW2964295674MaRDI QIDQ5278104

Shota Katayama, Hironori Fujisawa

Publication date: 13 July 2017

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.05257

zbMATH Keywords

robust estimationsupport recoverysparse estimationsparse linear regressionalgorithmic and statistical convergence

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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