Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution.
Yesim GüneyYetkin TuaçSenay ÖzdemirOlcay ArslanPublished in: Comput. Stat. (2021)
Keyphrases
- regression model
- robust estimation
- variable selection
- model selection
- group lasso
- linear model
- cross validation
- logistic regression models
- least squares
- linear models
- input variables
- high dimensional
- prediction model
- gaussian distribution
- gaussian process
- regression methods
- motion field
- parameter estimation
- dimension reduction
- linear discriminant analysis
- hyperparameters
- ls svm
- feature selection
- machine learning
- sample size
- statistical inference
- survival analysis
- loss function
- probability distribution
- image sequences