Outlier detection and robust variable selection via the penalized weighted LAD-LASSO method

DOI10.1080/02664763.2020.1722079MaRDI QIDQ5861495

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Publication date: 1 March 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2020.1722079

zbMATH Keywords

robust regression; variable selection; LASSO; outlier detection; penalized weighted least absolute deviation

Mathematics Subject Classification ID

62Pxx: Applications of statistics

Uses Software

• mvBACON

Cites Work

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