Outlier detection and robust variable selection via the penalized weighted LAD-LASSO method
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Publication:5861495
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
robust regression; variable selection; LASSO; outlier detection; penalized weighted least absolute deviation
62Pxx: Applications of statistics
Uses Software
Cites Work
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