Generalised Rank Regression Estimator with Standard Error Adjusted Lasso (Q5361194)

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scientific article; zbMATH DE number 6781078
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Generalised Rank Regression Estimator with Standard Error Adjusted Lasso
scientific article; zbMATH DE number 6781078

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    Generalised Rank Regression Estimator with Standard Error Adjusted Lasso (English)
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    27 September 2017
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    multicollinearity
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    penalised regression
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    robust estimation
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    shrinkage
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    least-squares (LS) analysis
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