Technical report
Robust and consistent variable selection for generalized linear and additive models
ContributorsAvella Medina, Marco Andrés; Ronchetti, Elvezio
Publication date2014
Keywords
- Robust regularization
- Oracle properties
- Sparsity
- M-estimator
- High dimensional statistics.
Affiliation entities
Citation (ISO format)
AVELLA MEDINA, Marco Andrés, RONCHETTI, Elvezio. Robust and consistent variable selection for generalized linear and additive models. 2014
Main files (1)
Report
Identifiers
- PID : unige:36961
