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Nonconcave penalized M-estimation for the least absolute relative errors model - MaRDI portal

Nonconcave penalized M-estimation for the least absolute relative errors model (Q5875313)

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scientific article; zbMATH DE number 7649691
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Nonconcave penalized M-estimation for the least absolute relative errors model
scientific article; zbMATH DE number 7649691

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    Nonconcave penalized M-estimation for the least absolute relative errors model (English)
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    3 February 2023
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    multiplicative regression model
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    M-estimation
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    LARE
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    variable selection
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