Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator
Year of publication: |
2014
|
---|---|
Authors: | Neykov, N. ; Filzmoser, P. ; Neytchev, P. |
Published in: |
Statistical Papers. - Springer. - Vol. 55.2014, 1, p. 187-207
|
Publisher: |
Springer |
Subject: | Multiple linear regression | Poisson regression | Robust variable screening | Breakdown point | Outlier detection | Maximum penalized trimmed likelihood estimator |
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