Degrees of freedom for regularized regression with Huber loss and linear constraints

No abstract is available for this paper.

• Publication year

  2020

• Venue

  Statistical Papers

• Publication date

  2020-06-29

• Fields of study

  Mathematics

• Identifiers
  DOI 10.1007/s00362-020-01192-2
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

• Estimation of high dimensional mean regression in the absence of symmetry and light tail assumptions

  2017cited by this paper
• Geometry and Degrees of Freedom of Linearly Constrained Generalized Lasso

  2017cited by this paper
• Adaptive Huber Regression

  2017cited by this paper
• On the oracle property of adaptive group Lasso in high-dimensional linear models

  2016cited by this paper
• Banking-industry specific and regional economic determinants of non-performing loans: Evidence from US states

  2015cited by this paper
• The dual and degrees of freedom of linearly constrained generalized lasso

  2015cited by this paper
• Planck 2013 results Special feature Planck 2013 results . XXII . Constraints on inflation Planck Collaboration

  2013cited by this paper
• Selection of tuning parameters in bridge regression models via Bayesian information criterion

  2012cited by this paper
• Shape restricted nonparametric regression with Bernstein polynomials

  2012cited by this paper
• Robust Statistics, 2nd edn

  2011cited by this paper
• Robust regression through the Huber’s criterion and adaptive lasso penalty

  2011cited by this paper
• The solution path of the generalized lasso

  2010cited by this paper
• Nonperforming Loans in the GCC Banking System and Their Macroeconomic Effects

  2010cited by this paper
• Macroeconomic and Bank-Specific Determinants of Nonperforming Loans in Greece: A Comparative Study of Mortgage, Business and Consumer Loan Portfolios

  2010cited by this paper
• Optimal Estimation of Deterioration From Diagnostic Image Sequence

  2009cited by this paper
• Comprar Model Selection and Model Averaging | Gerda Claeskens | 9780521852258 | Cambridge University Press

  2008cited by this paper
• L1-Norm Quantile Regression

  2008cited by this paper
• On the “degrees of freedom” of the lasso

  2007cited by this paper
• Model selection and estimation in regression with grouped variables

  2006cited by this paper
• A robust hybrid of lasso and ridge regression

  2006cited by this paper
• The Estimation of Prediction Error

  2004cited by this paper
• Credit Risk in Two Institutional Regimes: Spanish Commercial and Savings Banks

  2002cited by this paper
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

  2001cited by this paper
• ON THE DEGREES OF FREEDOM IN SHAPE-RESTRICTED REGRESSION

  2000cited by this paper
• Does faster loan growth lead to higher loan losses

  1999cited by this paper
• On Measuring and Correcting the Effects of Data Mining and Model Selection

  1998cited by this paper
• Problem Loans and Cost Efficiency in Commercial Banks

  1997cited by this paper
• Regression Shrinkage and Selection via the Lasso

  1996cited by this paper
• Matrix computations

  1983cited by this paper
• An Asymptotic Equivalence of Choice of Model by Cross‐Validation and Akaike's Criterion

  1977cited by this paper

• Semi-proximal ADMM for fused Lasso penalized least absolute deviation in partially linear model

  2026cites this paper
• Robust weighted transfer learning with linear constraints under linear regressive model

  2025cites this paper
• Sparse Signal Recovery Using Non-Convex SCAD Regularization and Huber Data-Fidelity Term

  2025cites this paper
• Fused lasso penalized Huber regression with nonasymptotic property and numerical implementations

  2025cites this paper
• Robust transfer learning for high-dimensional regression with linear constraints

  2024influential citation
• Huber Loss Meets Spatial Autoregressive Model: A Robust Variable Selection Method with Prior Information

  2024cites this paper
• Incremental transfer learning for spatial autoregressive model with linear constraints

  2024cites this paper
• A unified consensus-based parallel algorithm for high-dimensional regression with combined regularizations

  2024cites this paper
• A General Huber Function Based Compliant Control Method for the Cooperative Puncture Surgery

  2023cites this paper
• A unified consensus-based parallel ADMM algorithm for high-dimensional regression with combined regularizations

  2023cites this paper
• Robust Fused Lasso Penalized Huber Regression with Nonasymptotic Property and Implementation Studies

  2022cites this paper
• Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity

  2021influential citation
• Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity

  2019cites this paper