Degrees of freedom for regularized regression with Huber loss and linear constraints
type: Item
instance of: scholarly article
title: Degrees of freedom for regularized regression with Huber loss and linear constraints
zbMATH Open document ID: 1482.62075
author: Yong Xin Liu
author: Peng Zeng
author: Lu Lin
published in: Statistical Papers
publication date: 2021-12-27T00:00:00Z
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62J07
Mathematics Subject Classification ID: 62F30
Mathematics Subject Classification ID: 62F35
zbMATH DE Number: 7450909
zbMATH Keywords: degrees of freedom
zbMATH Keywords: generalized Lasso
zbMATH Keywords: Huber loss
zbMATH Keywords: KKT conditions
zbMATH Keywords: linear constraints
MaRDI profile type: Publication
full work available at URL: s00362-020-01192-2
OpenAlex ID: W3038484772
cites work: Model Selection and Model Averaging
cites work: The Estimation of Prediction Error
cites work: Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions
cites work: Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
cites work: Vast Portfolio Selection With Gross-Exposure Constraints
cites work: Q4917542
cites work: Optimal Estimation of Deterioration From Diagnostic Image Sequence
cites work: The dual and degrees of freedom of linearly constrained generalized Lasso
cites work: Robust Statistics
cites work: Selection of tuning parameters in bridge regression models via Bayesian information criterion
cites work: Robust regression through the Huber's criterion and adaptive lasso penalty
cites work: On the degrees of freedom in shape-restricted regression.
cites work: Q5447530
cites work: Q4127159
cites work: Adaptive Huber Regression
cites work: Q4864293
cites work: The solution path of the generalized lasso
cites work: Shape restricted nonparametric regression with Bernstein polynomials
cites work: On Measuring and Correcting the Effects of Data Mining and Model Selection
cites work: Model Selection and Estimation in Regression with Grouped Variables
cites work: Geometry and Degrees of Freedom of Linearly Constrained Generalized Lasso
cites work: On the oracle property of adaptive group Lasso in high-dimensional linear models
cites work: On the ``degrees of freedom'' of the lasso
DOI: 10.1007/S00362-020-01192-2
description: scientific article; zbMATH DE number 7450909