Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression
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Publication:434989
DOI10.1016/j.csda.2011.11.022zbMath1243.62029OpenAlexW2017611585MaRDI QIDQ434989
Publication date: 16 July 2012
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2011.11.022
Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Statistical tables (62Q05)
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