Erratum to: Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator
نویسندگان
چکیده
منابع مشابه
Penalized Composite Quasi-Likelihood for Ultrahigh-Dimensional Variable Selection.
In high-dimensional model selection problems, penalized least-square approaches have been extensively used. This paper addresses the question of both robustness and efficiency of penalized model selection methods, and proposes a data-driven weighted linear combination of convex loss functions, together with weighted L(1)-penalty. It is completely data-adaptive and does not require prior knowled...
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ژورنال
عنوان ژورنال: Statistical Papers
سال: 2013
ISSN: 0932-5026,1613-9798
DOI: 10.1007/s00362-013-0531-0