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math.ST2015
Robust and sparse estimators for linear regression models
Ezequiel Smucler, Víctor J. Yohai
Penalized regression estimators are a popular tool for the analysis of sparse and high-dimensional data sets. However, penalized regression estimators defined using an unbounded lo…
math.ST2015★ 5 cited
Robust and efficient estimation of high dimensional scatter and location
Ricardo A. Maronna, Victor J. Yohai
We deal with the equivariant estimation of scatter and location for p-dimensional data, giving emphasis to scatter. It it important that the estimators possess both a high efficien…