Robust adaptive Lasso for variable selection
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Publication:4975172
DOI10.1080/03610926.2015.1019138zbMath1368.62213OpenAlexW2330829943MaRDI QIDQ4975172
Colin M. Gallagher, Qi Zheng, K. B. Kulasekera
Publication date: 3 August 2017
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2015.1019138
Ridge regression; shrinkage estimators (Lasso) (62J07) Statistical ranking and selection procedures (62F07)
Related Items (2)
Robust variable selection in finite mixture of regression models using the t distribution ⋮ Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution
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