Robust and sparse estimators for linear regression models

Penalized regression estimators are popular tools for the analysis of sparse and high-dimensional models. However, penalized regression estimators defined using an unbounded loss function can be very sensitive to the presence of outlying observations, especially to high leverage outliers. The robust...

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Detalles Bibliográficos
Publicado: 2017
Materias:
Lasso
MM-estimators
Oracle property
Robust regression
Sparse linear models
Computational methods
Data handling
Asymptotic distributions
Asymptotic properties
High-dimensional models
Linear regression models
Oracle properties
Robust regressions
Regression analysis
Acceso en línea:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_01679473_v111_n_p116_Smucler
http://hdl.handle.net/20.500.12110/paper_01679473_v111_n_p116_Smucler
Aporte de:
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires

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