Irene Hoffmann

Irene Hoffmann
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Irene Hoffmann

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Statistics - Methodology (1)

Publications Authored By Irene Hoffmann

Fully robust versions of the elastic net estimator are introduced for linear and logistic regression. The algorithms to compute the estimators are based on the idea of repeatedly applying the non-robust classical estimators to data subsets only. It is shown how outlier-free subsets can be identified efficiently, and how appropriate tuning parameters for the elastic net penalties can be selected. Read More