The Institute for Statistics and Mathematics (Department of Finance, Accounting and Statistics) cordially invites everyone interested to attend the talks in our Research Seminar Series, where internationally renowned scholars from leading universities present and discuss their (working) papers.

The list of talks for the summer term 2018 is available via the following link:
<link en statmath resseminar>Summer Term 2018

Abstract:

The elastic net estimator has been introduced for different models, such as for linear and logistic regression. We propose a robust version of this estimator based on trimming. It is shown how outlier-free data subsets can be identified and how appropriate tuning parameters for the elastic net penalties can be selected. A final reweighting step is proposed which improves the statistical efficiency of the estimators. Simulations and data examples underline the good performance of the newly proposed method, which is available in the R package enetLTS on CRAN.

http://www.wu.ac.at/en/statmath/resseminar