Robust and sparse estimators for linear regression models

Ezequiel Smucler, Vı́ctor J. Yohai

Type: Preprint

Publication Date: 2015-08-08

Citations: 1

Locations

arXiv (Cornell University) - View

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Works Cited by This (18)

Action	Title	Year	Authors
+ PDF Chat	Asymptotics for lasso-type estimators	2000	Wenjiang Fu Keith Knight
+ PDF Chat	Asymptotic properties of bridge estimators in sparse high-dimensional regression models	2008	Jian Huang Joël L. Horowitz Shuangge Ma
+	Cube Root Asymptotics	1990	Kim Jeankyung David Pollard
+	On the optimality of S-estimators	1992	Ola Hössjer
+ PDF Chat	The Adaptive Lasso and Its Oracle Properties	2006	Hui Zou
+ PDF Chat	Robust Linear Model Selection Based on Least Angle Regression	2007	Jafar A Khan Stefan Van Aelst Ruben H. Zamar
+	High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale	1988	Vı́ctor J. Yohai Ruben H. Zamar
+	Ridge Regression: Biased Estimation for Nonorthogonal Problems	2000	Arthur E. Hoerl Robert W. Kennard
+	Robust Estimates of Location and Dispersion for High-Dimensional Datasets	2002	Ricardo A. Maronna Ruben H. Zamar
+ PDF Chat	Least angle regression	2004	Bradley Efron Trevor Hastie Iain M. Johnstone Robert Tibshirani