Robust linear least squares regression

Annals of Statistics

Volumn 39, Issue 5, 2011, Pages 2766-2794

  Audibert, Jean Yves ^a,b   Catoni, Olivier ^b  

^a UNIVERSITÉ PARIS EST   (France)

^b INRIA   (France)

Author keywords

Generalization error; Gibbs posterior distributions; Linear regression; PAC bayesian theorems; Randomized estimators; Resistant estimators; Risk bounds; Robust statistics; Shrinkage; Statistical learning theory

Indexed keywords

EID: 84868123239     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/11-AOS918     Document Type: Article

References (13)

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