Low-rank elastic-net regularized multivariate Huber regression model

Heavy-tailed noise or strongly correlated predictors often go with the multivariate linear regression model. To tackle with these problems, this paper focuses on the matrix elastic-net regularized multivariate Huber regression model. This new model possesses the grouping effect property and the robu...

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Vydané v:	Applied Mathematical Modelling Ročník 87; s. 571
Hlavní autori:	Chen, Bingzhen, Zhai, Wenjuan, Huang, Zhiyong
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	New York Elsevier BV 01.11.2020
Predmet:	Algorithms Data analysis Multivariate analysis Noise prediction Outliers (statistics) Regression analysis Regression models Robustness (mathematics)
ISSN:	1088-8691, 0307-904X
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