Computational and statistical analyses for robust non-convex sparse regularized regression problem
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DOI: 10.1016/j.jspi.2018.11.001
Abstract: Abstract A robust and sparse estimation technique for linear regression problem is studied in this paper. Standard regression with Lasso, SCAD and MCP regularizations is not robust against outliers since it involves the least squares.… read more here.
Keywords: regression; sparse; statistical analyses; regression problem ... See more keywords