Robust estimation and variable selection in heteroscedastic linear regression

DOI10.1080/02331888.2019.1579215zbMath1418.62271OpenAlexW2916620898WikidataQ128362666 ScholiaQ128362666MaRDI QIDQ5742594

I. Vrinssen, Irène Gijbels

Publication date: 15 May 2019

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/637088

zbMATH Keywords

influence functionheteroscedasticityvariable selectionS-estimationnonnegative garrotte

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

Elegant robustification of sparse partial least squares by robustness-inducing transformations, Wavelet-based robust estimation and variable selection in nonparametric additive models

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