Robust adaptive Lasso for variable selection (Q4975172)

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scientific article; zbMATH DE number 6756520
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Robust adaptive Lasso for variable selection
scientific article; zbMATH DE number 6756520

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    Robust adaptive Lasso for variable selection (English)
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    3 August 2017
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    adaptive
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    efficient
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    heavy tails
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    infinite variance
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    Lasso
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    robust
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