Sparse Reduced Rank Huber Regression in High Dimensions

DOI10.1080/01621459.2022.2050243arXiv1810.07913OpenAlexW4220750582MaRDI QIDQ6144754

Qiang Sun, Daniela M. Witten, Kean Ming Tan

Publication date: 8 January 2024

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.07913

zbMATH Keywords

convex relaxationsparsitylow rank approximationHuber loss

Mathematics Subject Classification ID

Statistics (62-XX)

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