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

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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