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Regularization Methods Based on the L(q)-Likelihood for Linear Models with Heavy-Tailed Errors
We propose regularization methods for linear models based on the [Formula: see text]-likelihood, which is a generalization of the log-likelihood using a power function. Regularization methods are popular for the estimation in the normal linear model. However, heavy-tailed errors are also important i...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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MDPI
2020
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7597096/ https://www.ncbi.nlm.nih.gov/pubmed/33286805 http://dx.doi.org/10.3390/e22091036 |