Balanced Bayesian Lasso for heavy tails

DOI10.1080/00949655.2015.1053886OpenAlexW1519980877MaRDI QIDQ5222397FDOQ5222397

Authors: Daniel F. Linder, Viral Panchal, Hani M. Samawi, Duchwan Ryu 

Publication date: 1 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2015.1053886

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zbMATH Keywords

Lassooutlierregressionsparsityheavy tailloss function

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• The Adaptive Lasso and Its Oracle Properties
• Least angle regression. (With discussion)
• Title not available (Why is that?)
• The Bayesian Lasso
• Regularization and Variable Selection Via the Elastic Net
• Shrinkage regression for multivariate inference with missing data, and an application to portfolio balancing
• The Bayesian elastic net
• Title not available (Why is that?)
• Bayesian adaptive Lasso
• Title not available (Why is that?)
• On scale mixtures of normal distributions
• On distribution-free runs test for symmetry using extreme ranked set sampling. With an application involving base deficit score

Uses Software

• Monomvn
• ElemStatLearn

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