Robust variable selection and estimation via adaptive elastic net S-estimators for linear regression

DOI10.1016/j.csda.2023.107730arXiv2107.03325OpenAlexW3181763722MaRDI QIDQ6115528

David Kepplinger

Publication date: 13 July 2023

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2107.03325

zbMATH Keywords

algorithmshigh-dimensional statisticsregularized regressionrobust proceduresoutlier resistance

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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