Shrinkage and penalized estimators in weighted least absolute deviations regression models (Q4960627)
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scientific article; zbMATH DE number 7192619
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| English | Shrinkage and penalized estimators in weighted least absolute deviations regression models |
scientific article; zbMATH DE number 7192619 |
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Shrinkage and penalized estimators in weighted least absolute deviations regression models (English)
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23 April 2020
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asymptotic distributional bias
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asymptotic distributional risk
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Monte Carlo simulation
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outliers
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pretest
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shrinkage
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WLAD-Lasso
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