MM for penalized estimation - Wang, Zhu (Test (Madrid, Spain), 2022)
Keywords: Algorithms; Economics; Feature selection; Finance; Generalized linear models; Insurance; Machine learning; Management; Mathematics and Statistics; Optimization; Original Paper; Outliers (statistics); Parameter estimation; Robustness; Statistical models; Statistical Theory and Methods; Statistics; Statistics for Business; 62J07; Classification; 68U01; MM algorithm; Regression; Quadratic majorization; 62H30; 62-08; Robust estimation; 62F35; Nonconvex; Variable selection