Penalized weighted least absolute deviation regression

DOI10.4310/SII.2018.V11.N1.A7MaRDI QIDQ1782093zbMATH OpenOpenAlexFDO

Authors Xiaoli Gao, Yang Feng

Publication date 18 September 2018

Published in Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4310/sii.2018.v11.n1.a7

zbMATH Keywords

Lassoleverage pointsoutlier detectionrobust regressionweighted least absolute deviation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Applications of statistics to physics (62P35)

Cited in

(5)

• Penalized wavelet monotone regression
• Penalized Weighted Variance Estimate for Dimension Reduction
• Penalized least squares estimation with weakly dependent data
• Outlier detection and robust variable selection via the penalized weighted LAD-LASSO method
• High-dimensional outlier detection and variable selection via adaptive weighted mean regression

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