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The \(L_1\) penalized LAD estimator for high dimensional linear regression - MaRDI portal

The \(L_1\) penalized LAD estimator for high dimensional linear regression (Q391806)

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The \(L_1\) penalized LAD estimator for high dimensional linear regression
scientific article

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    title
    The \(L_1\) penalized LAD estimator for high dimensional linear regression (English)
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    author
    Lie Wang
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    publication date
    13 January 2014
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    Mathematics Subject Classification ID
    62J05
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    62G08
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    65C60
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    zbMATH DE Number
    6244509
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    zbMATH Keywords
    high dimensional regression
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    LAD estimator
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    \(L_1\) penalization
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    variable selection
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    OpenAlex ID
    W1978901787
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    arXiv ID
    1202.6347
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