Balanced Bayesian Lasso for heavy tails

DOI10.1080/00949655.2015.1053886MaRDI QIDQ5222397OpenAlexFDO

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

zbMATH Keywords

Lassooutlierregressionsparsityheavy tailloss function

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 3905641 (Why is no real title available?)
• scientific article; zbMATH DE number 3442988 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Bayesian adaptive Lasso
• Least angle regression. (With discussion)
• On distribution-free runs test for symmetry using extreme ranked set sampling. With an application involving base deficit score
• On scale mixtures of normal distributions
• Regularization and Variable Selection Via the Elastic Net
• Shrinkage regression for multivariate inference with missing data, and an application to portfolio balancing
• The Adaptive Lasso and Its Oracle Properties
• The Bayesian Lasso
• The Bayesian elastic net

Cited in

(1)

• Regression modeling via T-Lasso Bayesian method

Describes a project that uses

Uses Software

• Monomvn
• ElemStatLearn

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