Improving the Robust Estimation of the Residual Scale in High Dimensional Regression Problems with Refitted Cross-Validation using an Elastic Net S-Estimator

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  1. Department of Statistics
  2. Improving the Robust Estimation of the Residual Scale in High Dimensional Regression Problems with Refitted Cross-Validation using an Elastic Net S-Estimator

Improving the Robust Estimation of the Residual Scale in High Dimensional Regression Problems with Refitted Cross-Validation using an Elastic Net S-Estimator

TitleImproving the Robust Estimation of the Residual Scale in High Dimensional Regression Problems with Refitted Cross-Validation using an Elastic Net S-Estimator
Publication TypeConference Paper
AuthorsKepplinger, D, Freue, GVCohen