Structural equation models have been widely used to study causal relationships between continuous variables. Recently, a non-Gaussian method called LiNGAM was proposed to discover ...
Robust model selection procedures control the undue influence that outliers can have on the selection criteria by using both robust point estimators and a bounded loss function wh...
We consider the least-square linear regression problem with regularization by the 1-norm, a problem usually referred to as the Lasso. In this paper, we present a detailed asymptot...