robustlm: Robust Variable Selection with Exponential Squared Loss

Computationally efficient tool for performing variable selection and obtaining robust estimates, which implements robust variable selection procedure proposed by Wang, X., Jiang, Y., Wang, S., Zhang, H. (2013) <doi:10.1080/01621459.2013.766613>. Users can enjoy the near optimal, consistent, and oracle properties of the procedures.

Package details

AuthorJin Zhu [cre, aut] (<>), Borui Tang [aut], Yunlu Jiang [aut], Xueqin Wang [aut] (<>)
MaintainerJin Zhu <>
Package repositoryView on CRAN
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robustlm documentation built on March 22, 2021, 5:06 p.m.