FULLY EFFICIENT ROBUST ESTIMATION, OUTLIER DETECTION AND VARIABLE SELECTION VIA PENALIZED REGRESSION
Dehan Kong, Howard D Bondell, Yichao Wu
Statistica Sinica | STATISTICA SINICA | Published : 2018
The authors thank the Editor, an associate editor, and two referees for their constructive comments and helpful suggestions, which substantially improved the paper. This research was supported by the U.S. National Institutes of Health and National Science Foundation, and by the Natural Science and Engineering Research Council of Canada.