Robust variable selection through MAVE
From MaRDI portal
Publication:1800060
DOI10.1016/j.csda.2013.01.021zbMath1468.62220OpenAlexW2128833476MaRDI QIDQ1800060
Publication date: 19 October 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2097/15845
Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07) Robustness and adaptive procedures (parametric inference) (62F35)
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Cites Work
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