Robust regression through the Huber's criterion and adaptive lasso penalty

Electronic Journal of Statistics

Volumn 5, Issue , 2011, Pages 1015-1053

  Lambert Lacroix, Sophie ^a   Zwald, Laurent ^b  

^a VERIMAG   (France)

^b UNIV GRENOBLE ALPES   (France)

Author keywords

Adaptive lasso; Concomitant scale; Huber's criterion; Oracle property; Robust estimation

Indexed keywords

EID: 84859863552     PISSN: 19357524     EISSN: None     Source Type: Journal    
DOI: 10.1214/11-EJS635     Document Type: Article

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