High-dimensional inference robust to outliers with ℓ1-norm penalization

DOI10.1080/03610926.2021.2021239arXiv2012.14118OpenAlexW4205214979MaRDI QIDQ6170142

Jad Beyhum

Publication date: 12 July 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.14118

zbMATH Keywords

robust regressionhigh-dimensional regressionunknown variance\(\ell_1\)-norm penalization

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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