Group selection via adjusted weighted least absolute deviation regression

DOI10.1016/J.CAM.2020.112924MaRDI QIDQ2178401zbMATH OpenOpenAlexFDO

Authors Xiuli Wang, Zhimiao Cao, Chao Liu, Mingqiu Wang

Publication date 11 May 2020

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2020.112924

zbMATH Keywords

adaptive group bridgeadjusted WLAD regressionoracle propertyvariable selectionweighted least absolute deviation (WLAD)

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07) Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited in

(2)

• Robust groupwise least angle regression
• Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression

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