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.
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
