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Robust regularized regression
Krett, Jakub ; Kalina, Jan (advisor) ; Maciak, Matúš (referee)
This thesis is devoted to introducing various types of robust and regularized regression estimates. The aim of the thesis is to present a new LWS-lasso estimate that combines robustness and regularization at the same time. Firstly, basic concepts of linear regression and modifications of the least squares are explained. Then, various robust and regula- rized estimates are introduced along with the new LWS-lasso estimate and its software implementation. Subsequently, selected estimates are compared to each other on real data and in a simulation study. 1

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