Wang, Xueqin; Jiang, Yunlu; Huang, Mian; Zhang, Heping - In: Journal of the American Statistical Association 108 (2013) 502, pp. 632-643
Robust variable selection procedures through penalized regression have been gaining increased attention in the literature. They can be used to perform variable selection and are expected to yield robust estimates. However, to the best of our knowledge, the robustness of those penalized...