The adaptive BerHu penalty in robust regression
نویسندگان
چکیده
منابع مشابه
Robust Regression through the Huber’s criterion and adaptive lasso penalty
The Huber’s Criterion is a useful method for robust regression. The adaptive least absolute shrinkage and selection operator (lasso) is a popular technique for simultaneous estimation and variable selection. The adaptive weights in the adaptive lasso allow to have the oracle properties. In this paper we propose to combine the Huber’s criterion and adaptive penalty as lasso. This regression tech...
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ژورنال
عنوان ژورنال: Journal of Nonparametric Statistics
سال: 2016
ISSN: 1048-5252,1029-0311
DOI: 10.1080/10485252.2016.1190359