Penalized weighted least absolute deviation regression

DOI10.4310/SII.2018.v11.n1.a7OpenAlexW2748517293MaRDI QIDQ1782093

Xiaoli Gao, Yang Feng

Publication date: 18 September 2018

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/sii.2018.v11.n1.a7

zbMATH Keywords

robust regressionLassooutlier detectionleverage pointsweighted least absolute deviation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Applications of statistics to physics (62P35)

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

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