Robust and sparse bridge regression
نویسندگان
چکیده
منابع مشابه
Robust and sparse bridge regression
It is known that when there are heavy-tailed errors or outliers in the response, the least squares methods may fail to produce a reliable estimator. In this paper, we proposed a generalized Huber criterion which is highly flexible and robust for large errors. We applied the new criterion to the bridge regression family, called robust and sparse bridge regression (RSBR). However, to get the RSBR...
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ژورنال
عنوان ژورنال: Statistics and Its Interface
سال: 2009
ISSN: 1938-7989,1938-7997
DOI: 10.4310/sii.2009.v2.n4.a9