Sparse and robust estimation with ridge minimax concave penalty

DOI10.1016/j.ins.2021.04.047OpenAlexW3153947822MaRDI QIDQ6092060

Yao Dong, He Jiang, Weihua Zheng

Publication date: 23 November 2023

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ins.2021.04.047

zbMATH Keywords

robust estimationfeature selectionlocal quadratic approximationminimax penalty function

Mathematics Subject Classification ID

Statistics (62-XX) Computer science (68-XX)

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