MM for penalized estimation
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Publication:82924
DOI10.1007/s11749-021-00770-2zbMath1484.62036arXiv1912.11119OpenAlexW3156324175MaRDI QIDQ82924
Publication date: 8 April 2021
Published in: TEST, Test (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1912.11119
classificationnonconvexregressionvariable selectionrobust estimationMM algorithmquadratic majorization
Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Robustness and adaptive procedures (parametric inference) (62F35) General topics in computing methodologies (68U01)
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