Improving the Robust Estimation of the Residual Scale in High Dimensional Regression Problems with Refitted Cross-Validation using an Elastic Net S-Estimator

Subscribe to email list

Please select the email list(s) to which you wish to subscribe.
CAPTCHA
This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.
Image CAPTCHA

Enter the characters shown in the image.

User menu

You are here

  1. Department of Statistics
  2. Improving the Robust Estimation of the Residual Scale in High Dimensional Regression Problems with Refitted Cross-Validation using an Elastic Net S-Estimator

Improving the Robust Estimation of the Residual Scale in High Dimensional Regression Problems with Refitted Cross-Validation using an Elastic Net S-Estimator

TitleImproving the Robust Estimation of the Residual Scale in High Dimensional Regression Problems with Refitted Cross-Validation using an Elastic Net S-Estimator
Publication TypeConference Paper
Year of Publication2018
AuthorsKepplinger, D, Freue, GVCohen
Conference Name46th Annual Meeting of the Statistical Society of Canada
Date Published06/2018
Conference LocationMontreal, Canada