Sharp non-asymptotic performance bounds for $$\ell _1$$ ℓ 1 and Huber robust regression estimators
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DOI: 10.1007/s11749-015-0435-5
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References listed on IDEAS
- He, Xuming, et al, 1990. "Tail Behavior of Regression Estimators and Their Breakdown Points," Econometrica, Econometric Society, vol. 58(5), pages 1195-1214, September.
- Giloni, Avi & Simonoff, Jeffrey S. & Sengupta, Bhaskar, 2006. "Robust weighted LAD regression," Computational Statistics & Data Analysis, Elsevier, vol. 50(11), pages 3124-3140, July.
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More about this item
Keywords
$$ell _1$$ ℓ 1 norm minimization; Huber M-estimator; Leverage constants; Sparse outliers; Breakdown point; Leverage plot; 62J05; 62F35; 90C31;All these keywords.
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Statistics
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