Robust Multivariate Lasso Regression with Covariance Estimation
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Publication:6180726
DOI10.1080/10618600.2022.2118752OpenAlexW4293702291MaRDI QIDQ6180726
Publication date: 22 January 2024
Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10618600.2022.2118752
robust estimationmultivariate regressionLassographical Lassoproximal gradient algorithmoracal property
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