Inference robust to outliers with ℓ1-norm penalization
Work
Year: 2020
Type: article
Abstract: This paper considers inference in a linear regression model with outliers in which the number of outliers can grow with sample size while their proportion goes to 0. We propose a square-root lasso ℓ 1... more
Source: ESAIM Probability and Statistics
Author Jad Beyhum
Institution Toulouse School of Economics
Cites: 25
Cited by: 3
Related to: 10
FWCI: 0.464
Citation percentile (by year/subfield): 60.8
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: green
Funder European Research Council
Grant ID 337665