The influence function of penalized regression estimators

被引:1
|
作者
Ollerer, Viktoria [1 ]
Croux, Christophe [1 ]
Alfons, Andreas [2 ]
机构
[1] Katholieke Univ Leuven, Fac Econ & Business, Leuven, Belgium
[2] Erasmus Univ, Erasmus Sch Econ, Rotterdam, Netherlands
关键词
VARIABLE SELECTION; SHRINKAGE;
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:741 / 765
页数:25
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